Eaton Vance Limited Duration Income Fund

0001193125-18-066087.txt : 20180301 0001193125-18-066087.hdr.sgml : 20180301 20180301115508 ACCESSION NUMBER: 0001193125-18-066087 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180301 DATE AS OF CHANGE: 20180301 EFFECTIVENESS DATE: 20180301 FILER: COMPANY DATA: COMPANY CONFORMED NAME: EATON VANCE LTD DURATION INCOME FUND CENTRAL INDEX KEY: 0001222922 IRS NUMBER: 000000000 FISCAL YEAR END: 0430 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-21323 FILM NUMBER: 18655482 BUSINESS ADDRESS: STREET 1: TWO INTERNATIONAL PLACE CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 617-482-8260 MAIL ADDRESS: STREET 1: TWO INTERNATIONAL PLACE CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: EATON VANCE LIMITED DURATION INCOME FUND DATE OF NAME CHANGE: 20030313 N-Q 1 d543611dnq.htm EATON VANCE LIMITED DURATION INCOME FUND Eaton Vance Limited Duration Income Fund

UNITED STATES SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

Form N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

811-21323

Investment Company Act File Number

Eaton Vance Limited Duration Income Fund

(Exact Name of Registrant as Specified in Charter)

Two International Place, Boston, Massachusetts 02110

(Address of Principal Executive Offices)

Maureen A. Gemma

Two International Place, Boston, Massachusetts 02110

(Name and Address of Agent for Services)

(617) 482-8260

(Registrant’s Telephone Number, Including Area Code)

March 31

Date of Fiscal Year End

December 31, 2017

Date of Reporting Period

Item 1. Schedule of Investments

Eaton Vance

Limited Duration Income Fund

December 31, 2017

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Loans — 52.5%⁽¹⁾


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 0.5%
Accudyne Industries, LLC
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.75%), Maturing August 18, 2024		773	$	778,740
IAP Worldwide Services, Inc.
Revolving Loan, 1.39%, (3 mo. USD LIBOR + 5.50%), Maturing July 18, 2018⁽²⁾		172		172,212
Term Loan - Second Lien, 8.19%, (3 mo. USD LIBOR + 6.50%), Maturing July 18, 2019⁽³⁾		230		186,650
TransDigm, Inc.
Term Loan, 4.36%, (USD LIBOR + 2.75%), Maturing June 9, 2023⁽⁴⁾		5,656		5,672,895
Term Loan, 4.67%, (USD LIBOR + 3.00%), Maturing August 22, 2024⁽⁴⁾		1,406		1,414,126
Wesco Aircraft Hardware Corp.
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing November 30, 2020		1,078		1,049,824

			$	9,274,447

Automotive — 1.5%
Allison Transmission, Inc.
Term Loan, 3.57%, (1 mo. USD LIBOR + 2.00%), Maturing September 23, 2022		1,778	$	1,793,904
American Axle and Manufacturing, Inc.
Term Loan, 3.71%, (USD LIBOR + 2.25%), Maturing April 6, 2024⁽⁴⁾		3,521		3,533,700
Apro, LLC
Term Loan, 5.35%, (2 mo. USD LIBOR + 4.00%), Maturing August 8, 2024		294		295,219
Belron S.A.
Term Loan, 3.89%, (3 mo. USD LIBOR + 2.50%), Maturing November 7, 2024		600		606,563
Chassix Holdings, Inc.
Term Loan, 7.06%, (USD LIBOR + 5.50%), Maturing November 15, 2023⁽⁴⁾		750		747,188
CS Intermediate Holdco 2, LLC
Term Loan, 3.94%, (3 mo. USD LIBOR + 2.25%), Maturing November 2, 2023		1,712		1,723,072
Dayco Products, LLC
Term Loan, 6.48%, (3 mo. USD LIBOR + 5.00%), Maturing May 19, 2023		1,194		1,207,432
FCA US, LLC
Term Loan, 3.51%, (1 mo. USD LIBOR + 2.00%), Maturing December 31, 2018		1,597		1,602,800
Federal-Mogul Holdings Corporation
Term Loan, 5.25%, (1 mo. USD LIBOR + 3.75%), Maturing April 15, 2021		4,784		4,825,205
Goodyear Tire & Rubber Company (The)
Term Loan - Second Lien, 3.50%, (1 mo. USD LIBOR + 2.00%), Maturing April 30, 2019		2,258		2,268,195
Horizon Global Corporation
Term Loan, 6.07%, (1 mo. USD LIBOR + 4.50%), Maturing June 30, 2021		425		428,577
Sage Automotive Interiors, Inc.
Term Loan, 6.57%, (1 mo. USD LIBOR + 5.00%), Maturing October 27, 2022		866		871,664
TI Group Automotive Systems, LLC
Term Loan, 3.75%, (3 mo. EURIBOR + 3.00%, Floor 0.75%), Maturing June 30, 2022	EUR	929		1,120,129
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing June 30, 2022		1,137		1,145,095


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Tower Automotive Holdings USA, LLC
Term Loan, 4.19%, (1 mo. USD LIBOR + 2.75%), Maturing March 7, 2024		3,172	$	3,188,398

			$	25,357,141

Beverage and Tobacco — 0.3%
Arterra Wines Canada, Inc.
Term Loan, 4.38%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023		2,574	$	2,587,673
Flavors Holdings, Inc.
Term Loan, 7.44%, (3 mo. USD LIBOR + 5.75%), Maturing April 3, 2020		879		804,628
Term Loan - Second Lien, 11.69%, (3 mo. USD LIBOR + 10.00%), Maturing October 3, 2021		1,000		775,000
Refresco Group B.V.
Term Loan, Maturing September 26, 2024⁽⁵⁾		375		377,110

			$	4,544,411

Brokerage/Securities Dealers/Investment Houses — 0.2%
Aretec Group, Inc.
Term Loan, 5.82%, (1 mo. USD LIBOR + 4.25%), Maturing November 23, 2020		961	$	965,703
Term Loan - Second Lien, 7.07%, (1 mo. USD LIBOR + 5.50% (2.00% Cash, 5.07% PIK)), Maturing May 23, 2021		1,928		1,930,570
Salient Partners L.P.
Term Loan, 9.85%, (3 mo. USD LIBOR + 8.50%), Maturing May 19, 2021		830		805,161

			$	3,701,434

Building and Development — 1.5%
American Builders & Contractors Supply Co., Inc.
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing October 31, 2023		3,027	$	3,044,310
Beacon Roofing Supply, Inc.
Term Loan, Maturing August 23, 2024⁽⁵⁾		650		652,727
Core & Main L.P.
Term Loan, 4.46%, (6 mo. USD LIBOR + 3.00%), Maturing August 1, 2024		850		856,375
CPG International, Inc.
Term Loan, 5.59%, (6 mo. USD LIBOR + 3.75%), Maturing May 3, 2024		1,727		1,737,865
DTZ U.S. Borrower, LLC
Term Loan, 4.71%, (3 mo. USD LIBOR + 3.25%), Maturing November 4, 2021		4,153		4,104,037
Henry Company, LLC
Term Loan, 6.07%, (1 mo. USD LIBOR + 4.50%), Maturing October 5, 2023		2,351		2,375,743
Quikrete Holdings, Inc.
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing November 15, 2023		3,005		3,014,615
RE/MAX International, Inc.
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023		2,262		2,252,202
Realogy Corporation
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing July 20, 2022		921		926,662
Summit Materials Companies I, LLC
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing November 11, 2024		700		704,813
VICI Properties 1, LLC
Term Loan, 3.78%, (3 mo. USD LIBOR + 2.25%), Maturing December 20, 2024		2,425		2,429,295
Werner FinCo L.P.
Term Loan, 5.36%, (1 mo. USD LIBOR + 4.00%), Maturing July 24, 2024		1,050		1,055,250
WireCo WorldGroup, Inc.
Term Loan, 6.98%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2023		691		695,138
Term Loan - Second Lien, 10.48%, (3 mo. USD LIBOR + 9.00%), Maturing September 30, 2024		1,650		1,658,250

			$	25,507,282


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Business Equipment and Services — 4.4%
Acosta Holdco, Inc.
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing September 26, 2021		2,226	$	1,972,068
AlixPartners, LLP
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing April 4, 2024		2,184		2,198,057
Altisource Solutions S.a.r.l.
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing December 9, 2020		1,501		1,476,082
Brand Energy & Infrastructure Services, Inc.
Term Loan, 5.62%, (3 mo. USD LIBOR + 4.25%), Maturing June 21, 2024		597		600,026
Camelot UK Holdco Limited
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing October 3, 2023		1,358		1,367,217
Cast and Crew Payroll, LLC
Term Loan, 4.70%, (3 mo. USD LIBOR + 3.00%), Maturing September 27, 2024		471		475,863
Change Healthcare Holdings, Inc.
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2024		7,667		7,688,024
Corporate Capital Trust, Inc.
Term Loan, 5.00%, (3 mo. USD LIBOR + 3.25%), Maturing May 20, 2019		2,207		2,213,672
CPM Holdings, Inc.
Term Loan, 5.82%, (1 mo. USD LIBOR + 4.25%), Maturing April 11, 2022		342		347,417
Crossmark Holdings, Inc.
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing December 20, 2019		1,974		945,050
Cypress Intermediate Holdings III, Inc.
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing April 27, 2024		1,443		1,447,409
EAB Global, Inc.
Term Loan, 5.24%, (1 mo. USD LIBOR + 3.75%), Maturing September 6, 2024		1,425		1,435,688
Education Management, LLC
Term Loan, 5.85%, (3 mo. USD LIBOR + 4.50%), Maturing July 2, 2020⁽³⁾		393		186,788
Term Loan, 8.85%, (3 mo. USD LIBOR + 7.50%), Maturing July 2, 2020⁽³⁾		885		0
EIG Investors Corp.
Term Loan, 5.46%, (3 mo. USD LIBOR + 4.00%), Maturing February 9, 2023		3,713		3,743,204
Element Materials Technology Group US Holdings, Inc.
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing June 28, 2024		425		427,833
Extreme Reach, Inc.
Term Loan, 7.95%, (3 mo. USD LIBOR + 6.25%), Maturing February 7, 2020		1,689		1,689,138
First Data Corporation
Term Loan, 3.80%, (1 mo. USD LIBOR + 2.25%), Maturing July 8, 2022		5,085		5,093,692
Garda World Security Corporation
Term Loan, 4.97%, (3 mo. USD LIBOR + 3.50%), Maturing May 24, 2024		2,194		2,208,081
Term Loan, 5.65%, (3 mo. USD LIBOR + 4.25%), Maturing May 24, 2024	CAD	1,020		817,442
Global Payments, Inc.
Term Loan, 3.57%, (1 mo. USD LIBOR + 2.00%), Maturing April 21, 2023		1,055		1,063,089
GreenSky Holdings, LLC
Term Loan, 5.63%, (1 mo. USD LIBOR + 4.00%), Maturing August 26, 2024		1,820		1,831,815
IG Investment Holdings, LLC
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing October 29, 2021		2,485		2,516,481
Information Resources, Inc.
Term Loan, 5.62%, (3 mo. USD LIBOR + 4.25%), Maturing January 18, 2024		1,017		1,023,512
ION Trading Technologies S.a.r.l.
Term Loan, 3.75%, (1 mo. EURIBOR + 2.75%, Floor 1.00%), Maturing November 30, 2024	EUR	2,300		2,776,040


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
J.D. Power and Associates
Term Loan, 5.94%, (3 mo. USD LIBOR + 4.25%), Maturing September 7, 2023		1,187	$	1,191,878
KAR Auction Services, Inc.
Term Loan, 4.00%, (3 mo. USD LIBOR + 2.25%), Maturing March 11, 2021		2,200		2,213,352
Kronos, Incorporated
Term Loan, 4.90%, (3 mo. USD LIBOR + 3.50%), Maturing November 1, 2023		6,955		7,009,033
LegalZoom.com, Inc.
Term Loan, 5.94%, (3 mo. USD LIBOR + 4.50%), Maturing November 21, 2024		800		798,000
Term Loan - Second Lien, 9.94%, (3 mo. USD LIBOR + 8.50%), Maturing November 21, 2025		600		597,000
Monitronics International, Inc.
Term Loan, 7.19%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2022		2,926		2,908,186
PGX Holdings, Inc.
Term Loan, 6.82%, (1 mo. USD LIBOR + 5.25%), Maturing September 29, 2020		1,550		1,542,096
Prime Security Services Borrower, LLC
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing May 2, 2022		2,006		2,023,087
Red Ventures, LLC
Term Loan, 5.57%, (1 mo. USD LIBOR + 4.00%), Maturing November 8, 2024		1,322		1,323,174
Spin Holdco, Inc.
Term Loan, 5.15%, (2 mo. USD LIBOR + 3.75%), Maturing November 14, 2022		3,947		3,979,545
Techem GmbH
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing October 2, 2024	EUR	1,425		1,717,052
Tempo Acquisition, LLC
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024		995		993,134
Trans Union, LLC
Term Loan, 3.57%, (1 mo. USD LIBOR + 2.00%), Maturing April 10, 2023		295		296,216
Travelport Finance (Luxembourg) S.a.r.l.
Term Loan, 4.17%, (3 mo. USD LIBOR + 2.75%), Maturing September 2, 2021		1,428		1,430,363
Vantiv, LLC
Term Loan, 3.48%, (1 mo. USD LIBOR + 2.00%), Maturing August 7, 2024		1,075		1,082,316
Term Loan, Maturing March 31, 2025⁽⁵⁾		300		301,594
Vestcom Parent Holdings, Inc.
Term Loan, 5.57%, (1 mo. USD LIBOR + 4.00%), Maturing December 19, 2023		619		623,391
WASH Multifamily Laundry Systems, LLC
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022		311		311,621
West Corporation
Term Loan, 5.35%, (1 mo. USD LIBOR + 4.00%), Maturing October 10, 2024		1,225		1,231,041

			$	77,115,767

Cable and Satellite Television — 2.2%
Atlantic Broadband Finance, LLC
Term Loan, 3.85%, (3 mo. USD LIBOR + 2.50%), Maturing November 30, 2019		780	$	781,356
Charter Communications Operating, LLC
Term Loan, Maturing April 30, 2025⁽⁵⁾		3,850		3,857,219
CSC Holdings, LLC
Term Loan, 3.74%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025		4,045		4,034,017
MCC Iowa, LLC
Term Loan, 3.49%, (1 week USD LIBOR + 2.00%), Maturing January 15, 2025		1,098		1,102,834
Mediacom Illinois, LLC
Term Loan, 3.74%, (1 week USD LIBOR + 2.25%), Maturing February 15, 2024		631		633,369
Numericable Group S.A.
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing July 31, 2025	EUR	522		606,715
Term Loan, 4.13%, (3 mo. USD LIBOR + 2.75%), Maturing July 31, 2025		2,139		2,051,006


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Radiate Holdco, LLC
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024		844	$	838,352
Term Loan, Maturing February 1, 2024⁽⁵⁾		1,325		1,315,300
Telenet International Finance S.a.r.l.
Term Loan, 3.92%, (1 mo. USD LIBOR + 2.50%), Maturing March 2, 2026		2,100		2,109,188
Unitymedia Hessen GmbH & Co. KG
Term Loan, Maturing January 15, 2027⁽⁵⁾	EUR	1,000		1,199,849
UPC Financing Partnership
Term Loan, 3.98%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026		2,800		2,802,013
Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), Maturing October 15, 2026	EUR	1,000		1,197,933
Virgin Media Bristol, LLC
Term Loan, 3.98%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026		8,050		8,060,062
Ziggo Secured Finance B.V.
Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), Maturing April 15, 2025	EUR	2,625		3,141,075
Ziggo Secured Finance Partnership
Term Loan, 3.98%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2025		4,150		4,122,950

			$	37,853,238

Chemicals and Plastics — 2.6%
Alpha 3 B.V.
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2024		647	$	651,702
Aruba Investments, Inc.
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing February 2, 2022		367		368,937
Ashland, Inc.
Term Loan, 3.57%, (USD LIBOR + 2.00%), Maturing May 17, 2024⁽⁴⁾		622		626,053
Avantor, Inc.
Term Loan, 5.51%, (3 mo. USD LIBOR + 4.00%), Maturing November 21, 2024		1,375		1,382,981
Axalta Coating Systems US Holdings, Inc.
Term Loan, 3.69%, (3 mo. USD LIBOR + 2.00%), Maturing June 1, 2024		2,867		2,881,810
Chemours Company (The)
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing May 12, 2022		526		531,534
Emerald Performance Materials, LLC
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing August 1, 2021		648		654,024
Term Loan - Second Lien, 9.32%, (1 mo. USD LIBOR + 7.75%), Maturing August 1, 2022		725		725,302
Ferro Corporation
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing February 14, 2024		496		499,817
Flint Group GmbH
Term Loan, 4.36%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021		192		168,772
Flint Group US, LLC
Term Loan, 4.36%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021		1,162		1,020,930
Gemini HDPE, LLC
Term Loan, 3.89%, (3 mo. USD LIBOR + 2.50%), Maturing August 7, 2024		2,032		2,044,514
H.B. Fuller Company
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.25%), Maturing October 20, 2024		2,244		2,254,973
Ineos US Finance, LLC
Term Loan, 2.50%, (1 mo. EURIBOR + 2.00%, Floor 0.50%), Maturing March 31, 2024	EUR	3,300		3,952,079
Term Loan, 3.57%, (1 mo. USD LIBOR + 2.00%), Maturing March 31, 2024		1,600		1,604,110
Kraton Polymers, LLC
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing January 6, 2022		1,613		1,631,621


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
MacDermid, Inc.
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing June 7, 2020		362	$	364,000
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing June 7, 2023		2,714		2,732,265
Minerals Technologies, Inc.
Term Loan, 3.79%, (USD LIBOR + 2.25%), Maturing February 14, 2024⁽⁴⁾		1,141		1,153,938
Orion Engineered Carbons GmbH
Term Loan, 4.19%, (3 mo. USD LIBOR + 2.50%), Maturing July 25, 2024		726		729,363
Term Loan, 2.50%, (3 mo. EURIBOR + 2.50%), Maturing July 31, 2024	EUR	991		1,197,634
PolyOne Corporation
Term Loan, 3.49%, (1 mo. USD LIBOR + 2.00%), Maturing November 11, 2022		588		592,781
PQ Corporation
Term Loan, 4.63%, (3 mo. USD LIBOR + 3.25%), Maturing November 4, 2022		1,453		1,466,769
Solenis International L.P.
Term Loan, 4.50%, (3 mo. EURIBOR + 3.50%, Floor 1.00%), Maturing July 31, 2021	EUR	1,258		1,520,429
Term Loan, 4.73%, (3 mo. USD LIBOR + 3.25%), Maturing July 31, 2021		387		388,688
Sonneborn Refined Products B.V.
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.75%), Maturing December 10, 2020		82		82,240
Sonneborn, LLC
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.75%), Maturing December 10, 2020		467		466,029
Tata Chemicals North America, Inc.
Term Loan, 4.50%, (3 mo. USD LIBOR + 2.75%), Maturing August 7, 2020		1,019		1,023,673
Trinseo Materials Operating S.C.A.
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing September 6, 2024		2,835		2,862,802
Tronox Blocked Borrower, LLC
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing September 22, 2024		1,141		1,149,634
Tronox Finance, LLC
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing September 22, 2024		2,634		2,653,002
Unifrax Corporation
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing April 4, 2024		622		627,709
Univar, Inc.
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing July 1, 2024		3,764		3,782,747
Venator Materials Corporation
Term Loan, 4.38%, (3 mo. USD LIBOR + 3.00%), Maturing August 8, 2024		424		426,985
Versum Materials, Inc.
Term Loan, 3.69%, (3 mo. USD LIBOR + 2.00%), Maturing September 29, 2023		716		720,748

			$	44,940,595

Conglomerates — 0.1%
Penn Engineering & Manufacturing Corp.
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2024		274	$	274,993
Spectrum Brands, Inc.
Term Loan, 3.49%, (USD LIBOR + 2.00%), Maturing June 23, 2022⁽⁴⁾		2,227		2,241,974

			$	2,516,967

Containers and Glass Products — 1.3%
Berry Plastics Group, Inc.
Term Loan, 3.77%, (1 mo. USD LIBOR + 2.25%), Maturing October 1, 2022		1,023	$	1,028,047
BWAY Holding Company
Term Loan, 4.60%, (3 mo. USD LIBOR + 3.25%), Maturing April 3, 2024		1,119		1,125,497
Consolidated Container Company, LLC
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing May 22, 2024		449		451,774


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Flex Acquisition Company, Inc.
Term Loan, 4.34%, (3 mo. USD LIBOR + 3.00%), Maturing December 29, 2023		2,289	$	2,303,757
Horizon Holdings III SAS
Term Loan, 2.75%, (6 mo. EURIBOR + 2.75%), Maturing October 29, 2022	EUR	1,785		2,137,715
Libbey Glass, Inc.
Term Loan, 4.43%, (1 mo. USD LIBOR + 3.00%), Maturing April 9, 2021		992		956,457
Pelican Products, Inc.
Term Loan, 5.94%, (3 mo. USD LIBOR + 4.25%), Maturing April 11, 2020		357		358,734
Reynolds Group Holdings, Inc.
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2023		10,016		10,076,279
Ring Container Technologies Group, LLC
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing October 31, 2024		825		827,578
SIG Combibloc US Acquisition, Inc.
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing March 13, 2022		2,662		2,677,456
Tekni-Plex, Inc.
Term Loan, 4.67%, (2 mo. USD LIBOR + 3.25%), Maturing October 17, 2024		350		352,297

			$	22,295,591

Cosmetics/Toiletries — 0.3%
Coty, Inc.
Term Loan, 3.87%, (1 mo. USD LIBOR + 2.50%), Maturing October 27, 2022		1,032	$	1,036,527
Galleria Co.
Term Loan, 4.38%, (1 mo. USD LIBOR + 3.00%), Maturing September 29, 2023		2,095		2,106,508
KIK Custom Products, Inc.
Term Loan, 6.17%, (3 mo. USD LIBOR + 4.50%), Maturing August 26, 2022		1,690		1,705,901
Prestige Brands, Inc.
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing January 26, 2024		683		687,854

			$	5,536,790

Drugs — 1.8%
Alkermes, Inc.
Term Loan, 4.28%, (3 mo. USD LIBOR + 2.75%), Maturing September 25, 2021		1,138	$	1,146,604
Amneal Pharmaceuticals, LLC
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing November 1, 2019		4,605		4,633,123
Arbor Pharmaceuticals, Inc.
Term Loan, 6.69%, (3 mo. USD LIBOR + 5.00%), Maturing July 5, 2023		2,882		2,912,653
Endo Luxembourg Finance Company I S.a.r.l.
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.25%), Maturing April 29, 2024		5,398		5,438,840
Horizon Pharma, Inc.
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.25%), Maturing March 29, 2024		1,090		1,096,302
Jaguar Holding Company II
Term Loan, 4.38%, (USD LIBOR + 2.75%), Maturing August 18, 2022⁽⁴⁾		6,445		6,465,242
Mallinckrodt International Finance S.A.
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing September 24, 2024		3,953		3,954,034
PharMerica Corporation
Term Loan, 4.90%, (3 mo. USD LIBOR + 3.50%), Maturing December 6, 2024		875		880,359
Valeant Pharmaceuticals International, Inc.
Term Loan, 4.94%, (1 mo. USD LIBOR + 3.50%), Maturing April 1, 2022		5,474		5,562,344

			$	32,089,501

Ecological Services and Equipment — 0.5%
Advanced Disposal Services, Inc.
Term Loan, 3.74%, (1 week USD LIBOR + 2.25%), Maturing November 10, 2023		2,482	$	2,492,194


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Charah, LLC
Term Loan, 7.71%, (3 mo. USD LIBOR + 6.25%), Maturing October 25, 2024		700	$	707,000
EnergySolutions, LLC
Term Loan, 6.45%, (3 mo. USD LIBOR + 4.75%), Maturing May 29, 2020		1,793		1,817,649
GFL Environmental, Inc.
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing September 29, 2023		963		970,034
Term Loan, 5.27%, (3 mo. USD LIBOR + 3.75%), Maturing September 29, 2023	CAD	1,580		1,258,532
Wrangler Buyer Corp.
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing September 27, 2024		575		579,415

			$	7,824,824

Electronics/Electrical — 5.1%
Almonde, Inc.
Term Loan, 4.98%, (3 mo. USD LIBOR + 3.50%), Maturing June 13, 2024		2,993	$	3,004,353
Answers Finance, LLC
Term Loan - Second Lien, 9.00%, (3 mo. USD Prime + 7.90%, Cap 1.10%), Maturing September 15, 2021		407		398,967
Applied Systems, Inc.
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing September 19, 2024		2,494		2,522,670
Aptean, Inc.
Term Loan, 5.95%, (3 mo. USD LIBOR + 4.25%), Maturing December 20, 2022		1,563		1,577,517
Avast Software B.V.
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing September 30, 2023		2,282		2,300,203
Campaign Monitor Finance Pty. Limited
Term Loan, 6.94%, (3 mo. USD LIBOR + 5.25%), Maturing March 18, 2021		894		870,980
CommScope, Inc.
Term Loan, 3.38%, (USD LIBOR + 2.00%), Maturing December 29, 2022⁽⁴⁾		1,491		1,501,235
CPI International, Inc.
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing July 26, 2024		723		728,913
Cypress Semiconductor Corporation
Term Loan, 4.26%, (1 mo. USD LIBOR + 2.75%), Maturing July 5, 2021		1,266		1,277,688
DigiCert, Inc.
Term Loan, 6.13%, (3 mo. USD LIBOR + 4.75%), Maturing October 31, 2024		1,050		1,064,831
Electrical Components International, Inc.
Term Loan, 6.44%, (3 mo. USD LIBOR + 4.75%), Maturing May 28, 2021		1,999		2,016,390
Electro Rent Corporation
Term Loan, 6.62%, (2 mo. USD LIBOR + 5.00%), Maturing January 19, 2024		1,460		1,480,328
Entegris, Inc.
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing April 30, 2021		189		190,200
Exact Merger Sub, LLC
Term Loan, 5.94%, (3 mo. USD LIBOR + 4.25%), Maturing September 27, 2024		673		680,466
EXC Holdings III Corp.
Term Loan, 5.16%, (6 mo. USD LIBOR + 3.50%), Maturing December 2, 2024		525		529,922
Eze Castle Software, Inc.
Term Loan, 4.64%, (USD LIBOR + 3.00%), Maturing April 6, 2020⁽⁴⁾		726		729,754
Go Daddy Operating Company, LLC
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing February 15, 2024		6,336		6,361,804
GTCR Valor Companies, Inc.
Term Loan, 5.94%, (3 mo. USD LIBOR + 4.25%), Maturing June 16, 2023		823		833,959
Hyland Software, Inc.
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing July 1, 2022		3,780		3,809,628
Infoblox, Inc.
Term Loan, 6.57%, (1 mo. USD LIBOR + 5.00%), Maturing November 7, 2023		1,045		1,051,933


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Infor (US), Inc.
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing February 1, 2022		9,057	$	9,091,031
Informatica Corporation
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing August 5, 2022		3,592		3,606,582
Lattice Semiconductor Corporation
Term Loan, 5.65%, (1 mo. USD LIBOR + 4.25%), Maturing March 10, 2021		614		621,253
M/A-COM Technology Solutions Holdings, Inc.
Term Loan, 3.80%, (3 mo. USD LIBOR + 2.25%), Maturing May 17, 2024		1,496		1,495,548
MA FinanceCo., LLC
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing November 19, 2021		4,652		4,658,197
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing June 21, 2024		558		560,062
Microsemi Corporation
Term Loan, 3.38%, (2 mo. USD LIBOR + 2.00%), Maturing January 15, 2023		503		505,348
MTS Systems Corporation
Term Loan, 4.69%, (1 mo. USD LIBOR + 3.25%), Maturing July 5, 2023		1,516		1,530,269
Renaissance Learning, Inc.
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.75%), Maturing April 9, 2021		896		903,443
Term Loan - Second Lien, 8.69%, (3 mo. USD LIBOR + 7.00%), Maturing April 11, 2022		300		301,688
Rocket Software, Inc.
Term Loan, 5.94%, (3 mo. USD LIBOR + 4.25%), Maturing October 14, 2023		1,358		1,374,503
Seattle Spinco, Inc.
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing June 21, 2024		3,767		3,781,703
SGS Cayman L.P.
Term Loan, 7.07%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021		256		246,490
SkillSoft Corporation
Term Loan, 6.32%, (1 mo. USD LIBOR + 4.75%), Maturing April 28, 2021		5,058		4,879,915
Southwire Company
Term Loan, 3.93%, (1 mo. USD LIBOR + 2.50%), Maturing February 10, 2021		1,285		1,292,310
SS&C Technologies, Inc.
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing July 8, 2022		32		32,083
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing July 8, 2022		1,696		1,708,012
SurveyMonkey, Inc.
Term Loan, 6.20%, (3 mo. USD LIBOR + 4.50%), Maturing April 13, 2024		995		1,002,462
Sutherland Global Services, Inc.
Term Loan, 7.07%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021		1,099		1,058,909
Switch Ltd.
Term Loan, 3.81%, (3 mo. USD LIBOR + 2.25%), Maturing June 27, 2024		274		274,651
Syncsort Incorporated
Term Loan, 6.69%, (3 mo. USD LIBOR + 5.00%), Maturing August 9, 2024		2,646		2,588,825
Tibco Software, Inc.
Term Loan, 5.07%, (1 week USD LIBOR + 3.50%), Maturing December 4, 2020		622		624,347
Uber Technologies
Term Loan, 5.55%, (1 mo. USD LIBOR + 4.00%), Maturing July 13, 2023		3,604		3,631,858
Veritas Bermuda Ltd.
Term Loan, 6.19%, (3 mo. USD LIBOR + 4.50%), Maturing January 27, 2023		3,722		3,737,590
VF Holding Corp.
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2023		2,790		2,812,789
Wall Street Systems Delaware, Inc.
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing November 21, 2024		825		827,578
Term Loan, 4.00%, (1 mo. EURIBOR + 3.00%, Floor 1.00%), Maturing November 30, 2024	EUR	650		783,070


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Western Digital Corporation
Term Loan, 3.57%, (1 mo. USD LIBOR + 2.00%), Maturing April 29, 2023		2,679	$	2,693,341

			$	89,555,598

Equipment Leasing — 0.9%
Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
Term Loan, 3.75%, (1 mo. USD LIBOR + 2.25%), Maturing April 3, 2022		6,866	$	6,823,483
Delos Finance S.a.r.l.
Term Loan, 3.69%, (3 mo. USD LIBOR + 2.00%), Maturing October 6, 2023		3,275		3,305,412
Flying Fortress, Inc.
Term Loan, 3.69%, (3 mo. USD LIBOR + 2.00%), Maturing October 30, 2022		4,712		4,744,059

			$	14,872,954

Financial Intermediaries — 2.1%
Americold Realty Operating Partnership L.P.
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.75%), Maturing December 1, 2022		504	$	509,345
Armor Holding II, LLC
Term Loan, 6.20%, (3 mo. USD LIBOR + 4.50%), Maturing June 26, 2020		1,719		1,728,827
Term Loan - Second Lien, 10.70%, (3 mo. USD LIBOR + 9.00%), Maturing December 26, 2020		2,475		2,487,375
Citco Funding, LLC
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing March 31, 2022		4,047		4,093,542
Clipper Acquisitions Corp.
Term Loan, Maturing December 11, 2024⁽⁵⁾		1,275		1,279,791
Donnelley Financial Solutions, Inc.
Term Loan, 4.55%, (1 mo. USD LIBOR + 3.00%), Maturing October 2, 2023		1,032		1,038,594
FinCo I, LLC
Term Loan, 2.75%, (USD LIBOR + 2.75%), Maturing June 14, 2022		1,300		1,317,062
Focus Financial Partners, LLC
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing July 3, 2024		1,222		1,233,393
Freedom Mortgage Corporation
Term Loan, 6.96%, (6 mo. USD LIBOR + 5.50%), Maturing February 23, 2022		1,280		1,299,944
Greenhill & Co., Inc.
Term Loan, 5.19%, (USD LIBOR + 3.75%), Maturing October 12, 2022⁽⁴⁾		1,150		1,157,188
Guggenheim Partners, LLC
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing July 21, 2023		3,065		3,066,188
Harbourvest Partners, LLC
Term Loan, 3.86%, (3 mo. USD LIBOR + 2.50%), Maturing February 4, 2021		673		674,208
LPL Holdings, Inc.
Term Loan, 3.81%, (USD LIBOR + 2.25%), Maturing September 23, 2024⁽⁴⁾		1,592		1,597,980
MIP Delaware, LLC
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing March 9, 2020		113		113,210
NXT Capital, Inc.
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing November 22, 2022		3,045		3,094,917
Ocwen Financial Corporation
Term Loan, 6.46%, (1 mo. USD LIBOR + 5.00%), Maturing December 5, 2020		423		425,535
Quality Care Properties, Inc.
Term Loan, 6.82%, (1 mo. USD LIBOR + 5.25%), Maturing October 31, 2022		5,024		5,043,091
Sesac Holdco II, LLC
Term Loan, 4.80%, (USD LIBOR + 3.25%), Maturing February 23, 2024⁽⁴⁾		645		640,287
Virtus Investment Partners, Inc.
Term Loan, 4.86%, (1 mo. USD LIBOR + 3.50%), Maturing June 1, 2024		574		580,732
Walker & Dunlop, Inc.
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing December 11, 2020		831		842,543


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Walter Investment Management Corp.
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.75%), Maturing December 18, 2020		5,190	$	4,973,827

			$	37,197,579

Food Products — 1.6%
Alphabet Holding Company, Inc.
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024		2,668	$	2,594,934
American Seafoods Group, LLC
Term Loan, 4.79%, (3 mo. USD LIBOR + 3.25%), Maturing August 21, 2023		375		379,687
Badger Buyer Corp.
Term Loan, 5.69%, (3 mo. USD LIBOR + 4.00%), Maturing September 26, 2024		399		401,743
Blue Buffalo Company, Ltd.
Term Loan, 3.57%, (1 mo. USD LIBOR + 2.00%), Maturing May 27, 2024		1,119		1,128,470
Del Monte Foods, Inc.
Term Loan, 4.70%, (3 mo. USD LIBOR + 3.25%), Maturing February 18, 2021		4,138		3,331,278
Dole Food Company, Inc.
Term Loan, 4.24%, (USD LIBOR + 2.75%), Maturing April 6, 2024⁽⁴⁾		1,975		1,982,252
Froneri International PLC
Term Loan, 3.00%, (1 mo. EURIBOR + 3.00%), Maturing September 29, 2023	EUR	1,500		1,818,146
High Liner Foods Incorporated
Term Loan, 4.63%, (3 mo. USD LIBOR + 3.25%), Maturing April 24, 2021		1,005		1,014,770
HLF Financing S.a.r.l.
Term Loan, 7.07%, (1 mo. USD LIBOR + 5.50%), Maturing February 15, 2023		1,699		1,699,812
Jacobs Douwe Egberts International B.V.
Term Loan, 2.75%, (3 mo. EURIBOR + 2.00%, Floor 0.75%), Maturing July 2, 2022	EUR	526		637,282
Term Loan, 3.69%, (3 mo. USD LIBOR + 2.25%), Maturing July 2, 2022		2,451		2,462,195
JBS USA, LLC
Term Loan, 4.10%, (3 mo. USD LIBOR + 2.50%), Maturing October 30, 2022		7,444		7,319,067
Nomad Foods Europe Midco Limited
Term Loan, 4.23%, (1 mo. USD LIBOR + 2.75%), Maturing May 15, 2024		675		676,828
Pinnacle Foods Finance, LLC
Term Loan, 3.37%, (1 mo. USD LIBOR + 2.00%), Maturing February 2, 2024		941		947,201
Post Holdings, Inc.
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing May 24, 2024		1,866		1,874,175

			$	28,267,840

Food Service — 0.8%
1011778 B.C. Unlimited Liability Company
Term Loan, 3.87%, (USD LIBOR + 2.25%), Maturing February 16, 2024⁽⁴⁾		7,579	$	7,587,584
Aramark Services, Inc.
Term Loan, 3.57%, (1 mo. USD LIBOR + 2.00%), Maturing March 11, 2025		1,000		1,006,875
NPC International, Inc.
Term Loan, 5.05%, (1 mo. USD LIBOR + 3.50%), Maturing April 19, 2024		995		1,004,950
Pizza Hut Holdings, LLC
Term Loan, 3.49%, (1 mo. USD LIBOR + 2.00%), Maturing June 16, 2023		1,185		1,193,439
Seminole Hard Rock Entertainment, Inc.
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing May 14, 2020		310		312,703
TKC Holdings, Inc.
Term Loan, 5.67%, (2 mo. USD LIBOR + 4.25%), Maturing February 1, 2023		1,216		1,226,830
Welbilt, Inc.
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023		1,860		1,881,958

			$	14,214,339


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Food/Drug Retailers — 0.5%
Albertsons, LLC
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing August 25, 2021		3,656	$	3,588,610
Term Loan, 4.67%, (3 mo. USD LIBOR + 3.00%), Maturing December 21, 2022		693		680,678
Term Loan, 4.46%, (3 mo. USD LIBOR + 3.00%), Maturing June 22, 2023		3,250		3,188,843
Rite Aid Corporation
Term Loan - Second Lien, 6.24%, (1 week USD LIBOR + 4.75%), Maturing August 21, 2020		550		552,406
Term Loan - Second Lien, 5.37%, (1 week USD LIBOR + 3.88%), Maturing June 21, 2021		700		701,750
Supervalu, Inc.
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing June 8, 2024		261		253,301
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing June 8, 2024		434		422,169

			$	9,387,757

Forest Products — 0.1%
Expera Specialty Solutions, LLC
Term Loan, 5.82%, (1 mo. USD LIBOR + 4.25%), Maturing November 3, 2023		2,222	$	2,238,539

			$	2,238,539

Health Care — 4.9%
Acadia Healthcare Company, Inc.
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing February 11, 2022		286	$	288,886
ADMI Corp.
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.75%), Maturing April 30, 2022		1,860		1,879,610
Akorn, Inc.
Term Loan, 5.88%, (1 mo. USD LIBOR + 4.25%), Maturing April 16, 2021		1,115		1,120,130
Alliance Healthcare Services, Inc.
Term Loan, 5.88%, (3 mo. USD LIBOR + 4.50%), Maturing October 24, 2023		875		876,641
Term Loan - Second Lien, 11.38%, (3 mo. USD LIBOR + 10.00%), Maturing October 3, 2024		525		517,125
Ardent Legacy Acquisitions, Inc.
Term Loan, 7.07%, (3 mo. USD LIBOR + 5.50%), Maturing August 4, 2021		1,277		1,276,519
Argon Medical Devices, Inc.
Term Loan, Maturing October 11, 2024⁽⁵⁾		425		428,453
Auris Luxembourg III S.a.r.l.
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing January 17, 2022		973		982,288
Beaver-Visitec International, Inc.
Term Loan, 6.69%, (3 mo. USD LIBOR + 5.00%), Maturing August 21, 2023		963		962,812
BioClinica, Inc.
Term Loan, 5.63%, (3 mo. USD LIBOR + 4.25%), Maturing October 20, 2023		792		776,160
Carestream Dental Equipment, Inc.
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing September 1, 2024		424		424,335
CeramTec Acquisition Corporation
Term Loan, 4.23%, (3 mo. USD LIBOR + 2.75%), Maturing August 30, 2020		172		172,013
CHG Healthcare Services, Inc.
Term Loan, 4.48%, (1 mo. USD LIBOR + 3.00%), Maturing June 7, 2023		3,054		3,077,590
Community Health Systems, Inc.
Term Loan, 4.23%, (3 mo. USD LIBOR + 2.75%), Maturing December 31, 2019		2,119		2,056,718
Concentra, Inc.
Term Loan, 4.49%, (3 mo. USD LIBOR + 3.00%), Maturing June 1, 2022		596		601,866
Convatec, Inc.
Term Loan, 3.94%, (3 mo. USD LIBOR + 2.25%), Maturing October 31, 2023		693		696,898


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
CPI Holdco, LLC
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing March 21, 2024		769	$	774,958
CryoLife, Inc.
Term Loan, 5.36%, (1 mo. USD LIBOR + 4.00%), Maturing November 14, 2024		550		550,687
Davis Vision Incorporated
Term Loan, 4.49%, (3 mo. USD LIBOR + 3.00%), Maturing November 1, 2024		500		505,000
DaVita HealthCare Partners, Inc.
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing June 24, 2021		3,756		3,788,968
Diplomat Pharmacy, Inc.
Term Loan, 8.00%, (3 mo. USD Prime + 3.50%), Maturing December 12, 2024		625		631,641
DJO Finance, LLC
Term Loan, 4.70%, (USD LIBOR + 3.25%), Maturing June 8, 2020⁽⁴⁾		2,566		2,536,429
Envision Healthcare Corporation
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing December 1, 2023		8,344		8,374,830
Equian, LLC
Term Loan, 5.25%, (1 mo. USD LIBOR + 3.75%), Maturing May 20, 2024		473		477,942
Faenza Acquisition GmbH
Term Loan, 4.23%, (3 mo. USD LIBOR + 2.75%), Maturing August 30, 2020		410		410,278
Term Loan, 4.23%, (3 mo. USD LIBOR + 2.75%), Maturing August 30, 2020		1,339		1,339,802
Genoa, a QoL Healthcare Company, LLC
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing October 28, 2023		691		696,173
GHX Ultimate Parent Corporation
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing June 28, 2024		721		724,531
Greatbatch Ltd.
Term Loan, 4.66%, (1 mo. USD LIBOR + 3.25%), Maturing October 27, 2022		1,836		1,852,690
Grifols Worldwide Operations USA, Inc.
Term Loan, 3.74%, (1 week USD LIBOR + 2.25%), Maturing January 31, 2025		3,995		4,008,754
INC Research, LLC
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing August 1, 2024		509		510,056
Indivior Finance S.a.r.l.
Term Loan, 6.11%, (3 mo. USD LIBOR + 4.50%), Maturing December 6, 2024		925		929,625
Kindred Healthcare, Inc.
Term Loan, 4.88%, (3 mo. USD LIBOR + 3.50%), Maturing April 9, 2021		3,276		3,298,152
Kinetic Concepts, Inc.
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing February 2, 2024		3,184		3,174,846
KUEHG Corp.
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.75%), Maturing August 13, 2022		1,965		1,974,407
Term Loan - Second Lien, 9.94%, (1 week USD LIBOR + 8.25%), Maturing August 18, 2025		425		429,250
Medical Depot Holdings, Inc.
Term Loan, 7.19%, (3 mo. USD LIBOR + 5.50%), Maturing January 3, 2023		853		789,652
Medical Solutions, LLC
Term Loan, 5.82%, (1 mo. USD LIBOR + 4.25%), Maturing June 9, 2024		498		503,097
MMM Holdings, Inc.
Term Loan, 10.32%, (3 mo. USD LIBOR + 8.75%), Maturing June 30, 2019		993		973,107
MPH Acquisition Holdings, LLC
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing June 7, 2023		2,619		2,627,590
MSO of Puerto Rico, Inc.
Term Loan, 10.32%, (3 mo. USD LIBOR + 8.75%), Maturing June 30, 2019		722		707,444
National Mentor Holdings, Inc.
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2021		674		679,364


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Navicure, Inc.
Term Loan, 5.11%, (1 mo. USD LIBOR + 3.75%), Maturing October 3, 2024		675	$	675,000
New Millennium Holdco, Inc.
Term Loan, 8.07%, (1 mo. USD LIBOR + 6.50%), Maturing December 21, 2020		356		142,570
Opal Acquisition, Inc.
Term Loan, 5.53%, (3 mo. USD LIBOR + 4.00%), Maturing November 27, 2020		2,280		2,144,640
Ortho-Clinical Diagnostics S.A.
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.75%), Maturing June 30, 2021		4,053		4,067,883
Parexel International Corporation
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing September 27, 2024		2,918		2,934,706
Press Ganey Holdings, Inc.
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing October 23, 2023		866		871,123
Quintiles IMS Incorporated
Term Loan, 3.69%, (3 mo. USD LIBOR + 2.00%), Maturing March 7, 2024		3,337		3,356,139
Term Loan, 3.69%, (3 mo. USD LIBOR + 2.00%), Maturing January 17, 2025		1,521		1,529,507
RadNet, Inc.
Term Loan, 5.11%, (3 mo. USD LIBOR + 3.75%), Maturing June 30, 2023		1,884		1,898,262
Select Medical Corporation
Term Loan, 4.85%, (3 mo. USD LIBOR + 3.50%), Maturing March 1, 2021		1,935		1,958,963
Sotera Health Holdings, LLC
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing May 15, 2022		1,006		1,006,997
Surgery Center Holdings, Inc.
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing September 2, 2024		1,097		1,086,735
Team Health Holdings, Inc.
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing February 6, 2024		2,407		2,349,651
Tecomet, Inc.
Term Loan, 5.14%, (3 mo. USD LIBOR + 3.75%), Maturing May 1, 2024		896		905,574
U.S. Anesthesia Partners, Inc.
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing June 23, 2024		1,070		1,073,636

			$	85,408,703

Home Furnishings — 0.4%
Bright Bidco B.V.
Term Loan, 6.17%, (USD LIBOR + 4.50%), Maturing June 30, 2024⁽⁴⁾		1,592	$	1,604,604
Serta Simmons Bedding, LLC
Term Loan, 4.85%, (3 mo. USD LIBOR + 3.50%), Maturing November 8, 2023		5,285		4,862,257

			$	6,466,861

Industrial Equipment — 2.2%
Apex Tool Group, LLC
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing January 31, 2020		3,247	$	3,244,191
Clark Equipment Company
Term Loan, 4.19%, (3 mo. USD LIBOR + 2.50%), Maturing May 18, 2024		2,318		2,333,302
Delachaux S.A.
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing October 28, 2021		537		539,210
Dragon Merger Sub, LLC
Term Loan, 5.69%, (3 mo. USD LIBOR + 4.00%), Maturing July 24, 2024		948		958,286
DXP Enterprises, Inc.
Term Loan, 7.07%, (1 mo. USD LIBOR + 5.50%), Maturing August 29, 2023		574		579,298
Engineered Machinery Holdings, Inc.
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing July 19, 2024		150		149,838
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing July 19, 2024		1,150		1,152,600


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
EWT Holdings III Corp.
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing December 20, 2024		1,806	$	1,819,593
Filtration Group Corporation
Term Loan, 4.38%, (3 mo. USD LIBOR + 3.00%), Maturing November 21, 2020		2,316		2,340,098
Gardner Denver, Inc.
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing July 30, 2024	EUR	456		548,809
Term Loan, 4.44%, (3 mo. USD LIBOR + 2.75%), Maturing July 30, 2024		1,446		1,452,255
Gates Global, LLC
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), Maturing April 1, 2024	EUR	993		1,196,289
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing April 1, 2024		5,047		5,079,085
Hayward Industries, Inc.
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing August 5, 2024		499		500,932
Husky Injection Molding Systems Ltd.
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2021		3,017		3,036,954
Milacron, LLC
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing September 28, 2023		3,317		3,322,718
Paladin Brands Holding, Inc.
Term Loan, 7.19%, (1 mo. USD LIBOR + 5.50%), Maturing August 15, 2022		1,073		1,080,717
Rexnord, LLC
Term Loan, 3.80%, (1 mo. USD LIBOR + 2.25%), Maturing August 21, 2024		3,426		3,442,217
Robertshaw US Holding Corp.
Term Loan, 6.13%, (1 mo. USD LIBOR + 4.50%), Maturing August 10, 2024		1,895		1,911,833
Signode Industrial Group US, Inc.
Term Loan, 4.38%, (USD LIBOR + 2.75%), Maturing May 4, 2021⁽⁴⁾		1,175		1,180,689
Tank Holding Corp.
Term Loan, 5.59%, (USD LIBOR + 4.25%), Maturing March 16, 2022⁽⁴⁾		703		706,185
Thermon Industries, Inc.
Term Loan, 5.13%, (1 mo. USD LIBOR + 3.75%), Maturing October 24, 2024		400		403,500
Wittur GmbH
Term Loan, 5.00%, (3 mo. EURIBOR + 4.00%, Floor 1.00%), Maturing March 31, 2022	EUR	1,100		1,333,198

			$	38,311,797

Insurance — 1.8%
Alliant Holdings I, Inc.
Term Loan, 4.80%, (1 mo. USD LIBOR + 3.25%), Maturing August 12, 2022		2,785	$	2,802,716
AmWINS Group, Inc.
Term Loan, 4.28%, (1 mo. USD LIBOR + 2.75%), Maturing January 25, 2024		2,574		2,586,669
Asurion, LLC
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing August 4, 2022		5,911		5,948,127
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing November 3, 2023		2,816		2,832,111
Term Loan - Second Lien, 7.57%, (1 mo. USD LIBOR + 6.00%), Maturing August 4, 2025		1,775		1,827,510
Cunningham Lindsey U.S., Inc.
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.75%), Maturing December 10, 2019		1,091		1,089,387
Term Loan - Second Lien, 9.69%, (3 mo. USD LIBOR + 8.00%), Maturing June 10, 2020		572		570,769
Financiere CEP
Term Loan, Maturing December 13, 2024⁽⁵⁾	EUR	550		653,524
Hub International Limited
Term Loan, 4.41%, (3 mo. USD LIBOR + 3.00%), Maturing October 2, 2020		5,626		5,657,516
NFP Corp.
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing January 8, 2024		2,342		2,358,441


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Sedgwick Claims Management Services, Inc.
Term Loan, Maturing February 26, 2021⁽⁵⁾		1,175	$	1,176,763
USI, Inc.
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing May 16, 2024		3,242		3,244,575

			$	30,748,108

Leisure Goods/Activities/Movies — 2.4%
AMC Entertainment, Inc.
Term Loan, 3.73%, (1 mo. USD LIBOR + 2.25%), Maturing December 15, 2023		645	$	646,738
Ancestry.com Operations, Inc.
Term Loan, 4.66%, (1 mo. USD LIBOR + 3.25%), Maturing October 19, 2023		4,354		4,383,660
Bombardier Recreational Products, Inc.
Term Loan, 3.93%, (2 mo. USD LIBOR + 2.50%), Maturing June 30, 2023		5,396		5,432,594
Bright Horizons Family Solutions, Inc.
Term Loan, 3.57%, (1 mo. USD LIBOR + 2.00%), Maturing November 7, 2023		860		861,407
CDS U.S. Intermediate Holdings, Inc.
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.75%), Maturing July 8, 2022		1,310		1,303,518
ClubCorp Club Operations, Inc.
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing September 18, 2024		1,959		1,969,028
Delta 2 (LUX) S.a.r.l.
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024		825		830,758
Emerald Expositions Holding, Inc.
Term Loan, 4.42%, (3 mo. USD LIBOR + 2.75%), Maturing May 22, 2024		1,269		1,277,611
Etraveli Holding AB
Term Loan, Maturing November 24, 2024⁽⁵⁾	EUR	850		1,002,449
Kasima, LLC
Term Loan, 4.17%, (USD LIBOR + 2.50%), Maturing May 17, 2021⁽⁴⁾		323		326,105
Lindblad Expeditions, Inc.
Term Loan, 6.34%, (6 mo. USD LIBOR + 4.50%), Maturing May 8, 2021		271		273,256
Term Loan, 6.34%, (6 mo. USD LIBOR + 4.50%), Maturing May 8, 2021		2,097		2,117,732
Live Nation Entertainment, Inc.
Term Loan, 3.88%, (1 mo. USD LIBOR + 2.25%), Maturing October 31, 2023		6,781		6,824,810
Match Group, Inc.
Term Loan, 3.85%, (2 mo. USD LIBOR + 2.50%), Maturing November 16, 2022		1,510		1,522,204
National CineMedia, LLC
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing November 26, 2019		575		577,156
Sabre GLBL, Inc.
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing February 22, 2024		1,149		1,156,067
SeaWorld Parks & Entertainment, Inc.
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing March 31, 2024		2,248		2,223,455
SRAM, LLC
Term Loan, 4.69%, (USD LIBOR + 3.25%), Maturing March 15, 2024⁽⁴⁾		1,793		1,808,891
Steinway Musical Instruments, Inc.
Term Loan, 5.13%, (3 mo. USD LIBOR + 3.75%), Maturing September 19, 2019		3,207		3,186,496
UFC Holdings, LLC
Term Loan, 4.81%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2023		2,401		2,415,942
WMG Acquisition Corp.
Term Loan, 3.64%, (1 mo. USD LIBOR + 2.25%), Maturing November 1, 2023		1,378		1,380,892

			$	41,520,769

Lodging and Casinos — 1.9%
Amaya Holdings B.V.
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing August 1, 2021		5,170	$	5,204,752


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Term Loan - Second Lien, 8.69%, (3 mo. USD LIBOR + 7.00%), Maturing August 1, 2022		455	$	457,627
Aristocrat Leisure Limited
Term Loan, 3.36%, (3 mo. USD LIBOR + 2.00%), Maturing September 19, 2024		1,300		1,305,078
Boyd Gaming Corporation
Term Loan, 3.98%, (1 week USD LIBOR + 2.50%), Maturing September 15, 2023		1,110		1,117,883
CityCenter Holdings, LLC
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing April 18, 2024		2,289		2,301,730
Cyan Blue Holdco 3 Limited
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing August 25, 2024		323		326,508
Eldorado Resorts, LLC
Term Loan, 3.77%, (1 mo. USD LIBOR + 2.25%), Maturing April 17, 2024		940		942,312
ESH Hospitality, Inc.
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing August 30, 2023		2,370		2,379,732
Four Seasons Hotels Limited
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing November 30, 2023		1,089		1,096,713
Gateway Casinos & Entertainment Limited
Term Loan, 5.44%, (3 mo. USD LIBOR + 3.75%), Maturing February 22, 2023		473		477,794
Golden Nugget, Inc.
Term Loan, 4.77%, (2 mo. USD LIBOR + 3.25%), Maturing October 4, 2023		3,835		3,868,621
Hanjin International Corp.
Term Loan, 3.85%, (3 mo. USD LIBOR + 2.50%), Maturing September 20, 2020		550		552,406
Hilton Worldwide Finance, LLC
Term Loan, 3.55%, (1 mo. USD LIBOR + 2.00%), Maturing October 25, 2023		6,403		6,442,721
La Quinta Intermediate Holdings, LLC
Term Loan, 4.11%, (3 mo. USD LIBOR + 2.75%), Maturing April 14, 2021		2,240		2,254,299
MGM Growth Properties Operating Partnership L.P.
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing April 25, 2023		2,309		2,320,833
Playa Resorts Holding B.V.
Term Loan, 4.62%, (3 mo. USD LIBOR + 3.25%), Maturing April 5, 2024		2,416		2,431,029

			$	33,480,038

Nonferrous Metals/Minerals — 0.6%
Dynacast International, LLC
Term Loan, 4.94%, (3 mo. USD LIBOR + 3.25%), Maturing January 28, 2022		1,472	$	1,482,510
Fairmount Santrol, Inc.
Term Loan, 7.69%, (3 mo. USD LIBOR + 6.00%), Maturing November 1, 2022		1,925		1,940,240
Global Brass & Copper, Inc.
Term Loan, 4.88%, (1 mo. USD LIBOR + 3.25%), Maturing July 18, 2023		1,012		1,022,309
Murray Energy Corporation
Term Loan, 8.94%, (3 mo. USD LIBOR + 7.25%), Maturing April 16, 2020		2,303		2,043,027
New Day Aluminum, LLC
Term Loan, 10.00%, (4.00% Cash, 6.00% PIK), Maturing October 28, 2020⁽³⁾⁽⁶⁾		31		18,540
Noranda Aluminum Acquisition Corporation
Term Loan, 0.00%, Maturing February 28, 2019⁽³⁾⁽⁷⁾		481		65,657
Oxbow Carbon, LLC
Term Loan, 7.00%, (3 mo. USD Prime + 2.50%), Maturing January 19, 2020		746		746,870
Term Loan - Second Lien, 10.50%, (3 mo. USD Prime + 6.00%), Maturing January 17, 2020		1,425		1,430,344
Rain Carbon GmbH
Term Loan, Maturing December 31, 2024⁽⁵⁾	EUR	1,025		1,231,639


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
United Central Industrial Supply Company, LLC
Term Loan - Second Lien, 15.00%, (0.00% Cash, 15.00% PIK), Maturing April 9, 2019⁽³⁾⁽⁶⁾		641	$	401,322

			$	10,382,458

Oil and Gas — 1.4%
Ameriforge Group, Inc.
Term Loan, 10.69%, (9.69% (3 mo. USD LIBOR + 8.00%) Cash, 1.00% PIK), Maturing June 8, 2022		750	$	804,149
Aquilex Holdings, LLC
Term Loan, 5.71%, (3 mo. USD LIBOR + 4.25%), Maturing October 3, 2024		800		800,000
Term Loan - Second Lien, 9.96%, (3 mo. USD LIBOR + 8.50%), Maturing October 3, 2025		450		439,875
BCP Raptor, LLC
Term Loan, 5.73%, (3 mo. USD LIBOR + 4.25%), Maturing June 24, 2024		771		776,105
Bronco Midstream Funding, LLC
Term Loan, 5.44%, (3 mo. USD LIBOR + 4.00%), Maturing August 15, 2020		1,535		1,555,602
CITGO Holding, Inc.
Term Loan, 9.84%, (3 mo. USD LIBOR + 8.50%), Maturing May 12, 2018		797		802,945
CITGO Petroleum Corporation
Term Loan, 4.84%, (3 mo. USD LIBOR + 3.50%), Maturing July 29, 2021		1,755		1,734,899
Crestwood Holdings, LLC
Term Loan, 9.44%, (3 mo. USD LIBOR + 8.00%), Maturing June 19, 2019		908		912,464
Fieldwood Energy, LLC
Term Loan, 4.57%, (3 mo. USD LIBOR + 2.88%), Maturing September 28, 2018		1,296		1,260,299
Term Loan, 8.69%, (3 mo. USD LIBOR + 7.00%), Maturing August 31, 2020		1,475		1,347,781
Term Loan, 8.82%, (3 mo. USD LIBOR + 7.13%), Maturing September 30, 2020		363		256,234
Term Loan - Second Lien, 8.82%, (3 mo. USD LIBOR + 7.13%), Maturing September 30, 2020		512		189,273
Green Plains Renewable Energy, Inc.
Term Loan, 7.07%, (1 mo. USD LIBOR + 5.50%), Maturing August 18, 2023		1,122		1,133,409
Medallion Midland Acquisition, LLC
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing October 30, 2024		675		676,687
MEG Energy Corp.
Term Loan, 5.20%, (3 mo. USD LIBOR + 3.50%), Maturing December 31, 2023		6,746		6,763,794
Paragon Offshore Finance Company
Term Loan, 0.00%, Maturing July 18, 2021⁽³⁾⁽⁷⁾		9		0
Term Loan, 7.35%, (3 mo. USD LIBOR + 6.00% (1.00% Cash, 6.35% PIK)), Maturing July 18, 2022		70		59,187
Seadrill Partners Finco, LLC
Term Loan, 4.69%, (3 mo. USD LIBOR + 3.00%), Maturing February 21, 2021		1,168		931,368
Sheridan Investment Partners II L.P.
Term Loan, 4.98%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020		46		40,173
Term Loan, 4.98%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020		123		107,718
Term Loan, 4.98%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020		887		774,349
Sheridan Production Partners I, LLC
Term Loan, 5.01%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		144		121,008
Term Loan, 5.01%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		235		198,112
Term Loan, 5.01%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019		1,775		1,495,092
Ultra Resources, Inc.
Term Loan, 4.41%, (3 mo. USD LIBOR + 3.00%), Maturing April 12, 2024		1,650		1,651,548

			$	24,832,071


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Publishing — 0.8%
Ascend Learning, LLC
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing July 12, 2024		1,222	$	1,230,797
Getty Images, Inc.
Term Loan, 5.19%, (1 week USD LIBOR + 3.50%), Maturing October 18, 2019		5,699		5,181,923
Harland Clarke Holdings Corp.
Term Loan, 6.44%, (3 mo. USD LIBOR + 4.75%), Maturing November 1, 2023		402		404,692
LSC Communications, Inc.
Term Loan, 7.07%, (1 mo. USD LIBOR + 5.50%), Maturing September 30, 2022		1,188		1,192,695
Merrill Communications, LLC
Term Loan, 6.63%, (3 mo. USD LIBOR + 5.25%), Maturing June 1, 2022		612		617,854
Multi Color Corporation
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing October 31, 2024		375		377,813
ProQuest, LLC
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.75%), Maturing October 24, 2021		1,855		1,882,697
Tweddle Group, Inc.
Term Loan, 7.38%, (3 mo. USD LIBOR + 6.00%), Maturing October 24, 2022		2,323		2,287,909

			$	13,176,380

Radio and Television — 1.7%
ALM Media Holdings, Inc.
Term Loan, 6.19%, (3 mo. USD LIBOR + 4.50%), Maturing July 31, 2020		528	$	462,246
CBS Radio, Inc.
Term Loan, 4.17%, (3 mo. USD LIBOR + 2.75%), Maturing November 17, 2024		1,764		1,775,804
Cumulus Media Holdings, Inc.
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing December 23, 2020		5,230		4,517,031
E.W. Scripps Company (The)
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing October 2, 2024		424		426,322
Entravision Communications Corporation
Term Loan, Maturing November 29, 2024⁽⁵⁾		1,175		1,180,141
Gray Television, Inc.
Term Loan, 3.61%, (1 mo. USD LIBOR + 2.25%), Maturing February 7, 2024		297		299,174
Hubbard Radio, LLC
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing May 27, 2022		578		579,185
iHeartCommunications, Inc.
Term Loan, 8.44%, (3 mo. USD LIBOR + 6.75%), Maturing January 30, 2019		1,066		804,596
Term Loan, 9.19%, (3 mo. USD LIBOR + 7.50%), Maturing July 30, 2019		1,682		1,265,098
Mission Broadcasting, Inc.
Term Loan, 3.86%, (1 mo. USD LIBOR + 2.50%), Maturing January 17, 2024		357		358,218
Nexstar Broadcasting, Inc.
Term Loan, 3.86%, (1 mo. USD LIBOR + 2.50%), Maturing January 17, 2024		2,825		2,837,576
Radio Systems Corporation
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing May 2, 2024		473		475,579
Raycom TV Broadcasting, LLC
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing August 23, 2024		1,197		1,208,970
Sinclair Television Group, Inc.
Term Loan, 3.82%, (1 mo. USD LIBOR + 2.25%), Maturing January 3, 2024		500		501,040
Term Loan, Maturing May 10, 2024⁽⁵⁾		3,200		3,200,979
Townsquare Media, Inc.
Term Loan, 4.42%, (2 mo. USD LIBOR + 3.00%), Maturing April 1, 2022		2,353		2,363,340


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Univision Communications, Inc.
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing March 15, 2024		7,958	$	7,943,228

			$	30,198,527

Retailers (Except Food and Drug) — 2.3%
Ascena Retail Group, Inc.
Term Loan, 6.13%, (1 mo. USD LIBOR + 4.50%), Maturing August 21, 2022		3,703	$	3,086,977
Bass Pro Group, LLC
Term Loan, 6.57%, (1 mo. USD LIBOR + 5.00%), Maturing September 25, 2024		1,546		1,541,535
BJ’s Wholesale Club, Inc.
Term Loan, 4.95%, (2 mo. USD LIBOR + 3.50%), Maturing February 3, 2024		1,144		1,127,411
CDW, LLC
Term Loan, 3.70%, (3 mo. USD LIBOR + 2.00%), Maturing August 17, 2023		2,545		2,565,678
Coinamatic Canada, Inc.
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022		54		54,574
David’s Bridal, Inc.
Term Loan, 5.70%, (3 mo. USD LIBOR + 4.00%), Maturing October 11, 2019		3,656		3,203,088
Evergreen Acqco 1 L.P.
Term Loan, 5.11%, (3 mo. USD LIBOR + 3.75%), Maturing July 9, 2019		3,141		2,964,518
Global Appliance, Inc.
Term Loan, 5.57%, (1 mo. USD LIBOR + 4.00%), Maturing September 29, 2024		1,097		1,117,110
Go Wireless, Inc.
Term Loan, Maturing December 20, 2024⁽⁵⁾		800		794,000
Harbor Freight Tools USA, Inc.
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2023		1,484		1,495,843
J. Crew Group, Inc.
Term Loan, 4.62%, (USD LIBOR + 3.00%), Maturing March 5, 2021⁽³⁾⁽⁴⁾		3,808		2,040,432
LSF9 Atlantis Holdings, LLC
Term Loan, 7.36%, (1 mo. USD LIBOR + 6.00%), Maturing May 1, 2023		1,136		1,132,786
Men’s Wearhouse, Inc. (The)
Term Loan, 4.89%, (USD LIBOR + 3.50%), Maturing June 18, 2021⁽⁴⁾		1,097		1,096,420
Michaels Stores, Inc.
Term Loan, 4.29%, (1 mo. USD LIBOR + 2.75%), Maturing January 30, 2023		1,170		1,171,478
Neiman Marcus Group Ltd., LLC
Term Loan, 4.64%, (1 mo. USD LIBOR + 3.25%), Maturing October 25, 2020		2,451		2,007,764
Party City Holdings, Inc.
Term Loan, 4.46%, (3 mo. USD LIBOR + 3.00%), Maturing August 19, 2022		3,776		3,794,586
PetSmart, Inc.
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing March 11, 2022		4,410		3,554,402
PFS Holding Corporation
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.50%), Maturing January 31, 2021		2,260		1,610,050
Pier 1 Imports (U.S.), Inc.
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing April 30, 2021		651		618,806
Rent-A-Center, Inc.
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing March 19, 2021		146		145,046
Staples, Inc.
Term Loan, 5.49%, (3 mo. USD LIBOR + 4.00%), Maturing September 12, 2024		675		661,753
Toys ‘R’ Us Property Company I, LLC
Term Loan, 6.57%, (1 mo. USD LIBOR + 5.00%), Maturing August 21, 2019		2,157		1,952,236
Vivid Seats Ltd.
Term Loan, 5.49%, (1 week USD LIBOR + 4.00%), Maturing June 30, 2024		2,142		2,141,744

			$	39,878,237


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Steel — 0.1%
Neenah Foundry Company
Term Loan, Maturing December 8, 2022⁽⁵⁾		900	$	895,500
Zekelman Industries, Inc.
Term Loan, 4.41%, (3 mo. USD LIBOR + 2.75%), Maturing June 14, 2021		1,325		1,334,709

			$	2,230,209

Surface Transport — 0.3%
Agro Merchants NAI Holdings, LLC
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.75%), Maturing November 16, 2024		400	$	404,000
Hertz Corporation (The)
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing June 30, 2023		1,253		1,251,644
Kenan Advantage Group, Inc.
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022		131		131,338
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing July 31, 2022		430		431,888
PODS, LLC
Term Loan, 4.40%, (1 mo. USD LIBOR + 3.00%), Maturing November 21, 2024		673		678,081
Stena International S.a.r.l.
Term Loan, 4.70%, (3 mo. USD LIBOR + 3.00%), Maturing March 3, 2021		2,021		1,884,816

			$	4,781,767

Telecommunications — 2.4%
CenturyLink, Inc.
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.75%), Maturing January 31, 2025		5,700	$	5,509,660
Ciena Corporation
Term Loan, 4.00%, (1 mo. USD LIBOR + 2.50%), Maturing January 28, 2022		1,397		1,404,478
Colorado Buyer, Inc.
Term Loan, 4.38%, (3 mo. USD LIBOR + 3.00%), Maturing May 1, 2024		945		952,576
Consolidated Communications, Inc.
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing October 4, 2023		1,266		1,249,556
Digicel International Finance Limited
Term Loan, 5.31%, (1 mo. USD LIBOR + 3.75%), Maturing May 28, 2024		873		877,504
eircom Finco S.a.r.l.
Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), Maturing April 19, 2024	EUR	2,200		2,641,648
Frontier Communications Corp.
Term Loan, 5.32%, (1 mo. USD LIBOR + 3.75%), Maturing June 15, 2024		2,139		2,068,922
Global Eagle Entertainment, Inc.
Term Loan, 8.96%, (3 mo. USD LIBOR + 7.50%), Maturing January 6, 2023		2,293		2,287,810
Intelsat Jackson Holdings S.A.
Term Loan, 4.21%, (3 mo. USD LIBOR + 2.75%), Maturing June 30, 2019		3,270		3,284,637
Term Loan, Maturing January 14, 2024⁽⁵⁾		1,500		1,522,500
IPC Corp.
Term Loan, 5.89%, (3 mo. USD LIBOR + 4.50%), Maturing August 6, 2021		2,042		2,006,511
Level 3 Financing, Inc.
Term Loan, 3.70%, (3 mo. USD LIBOR + 2.25%), Maturing February 22, 2024		700		700,875
Mitel Networks Corporation
Term Loan, 5.13%, (3 mo. USD LIBOR + 3.75%), Maturing September 25, 2023		499		504,361
Onvoy, LLC
Term Loan, 6.19%, (3 mo. USD LIBOR + 4.50%), Maturing February 10, 2024		844		729,736
Sprint Communications, Inc.
Term Loan, 4.13%, (1 mo. USD LIBOR + 2.50%), Maturing February 2, 2024		4,094		4,097,047


Borrower/Tranche Description	Principal Amount* (000’s omitted)		Value
Syniverse Holdings, Inc.
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing April 23, 2019		2,342	$	2,305,935
Term Loan, 4.57%, (1 mo. USD LIBOR + 3.00%), Maturing April 23, 2019		2,773		2,730,320
Telesat Canada
Term Loan, 4.70%, (3 mo. USD LIBOR + 3.00%), Maturing November 17, 2023		5,777		5,814,029
Unitymedia Finance, LLC
Term Loan, Maturing January 15, 2026⁽⁵⁾		1,050		1,049,562

			$	41,737,667

Utilities — 1.0%
Calpine Construction Finance Company L.P.
Term Loan, 4.07%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2025		2,806	$	2,807,752
Calpine Corporation
Term Loan, 3.32%, (1 mo. USD LIBOR + 1.75%), Maturing December 31, 2019		546		546,557
Term Loan, 4.20%, (3 mo. USD LIBOR + 2.50%), Maturing January 15, 2024		3,681		3,685,226
Dayton Power & Light Company (The)
Term Loan, 4.82%, (1 mo. USD LIBOR + 3.25%), Maturing August 24, 2022		668		671,800
Granite Acquisition, Inc.
Term Loan, 4.84%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021		3,170		3,200,900
Term Loan, 5.19%, (3 mo. USD LIBOR + 3.50%), Maturing December 19, 2021		143		144,702
Invenergy Thermal Operating I, LLC
Term Loan, 7.19%, (3 mo. USD LIBOR + 5.50%), Maturing October 19, 2022		206		195,661
Lightstone Generation, LLC
Term Loan, 6.07%, (1 mo. USD LIBOR + 4.50%), Maturing January 30, 2024		109		109,314
Term Loan, 6.07%, (1 mo. USD LIBOR + 4.50%), Maturing January 30, 2024		1,712		1,721,556
Lonestar Generation, LLC
Term Loan, 5.82%, (1 mo. USD LIBOR + 4.25%), Maturing February 22, 2021		2,299		2,281,795
Longview Power, LLC
Term Loan, 7.39%, (3 mo. USD LIBOR + 6.00%), Maturing April 13, 2021		341		233,756
Talen Energy Supply, LLC
Term Loan, 5.57%, (1 mo. USD LIBOR + 4.00%), Maturing July 15, 2023		1,094		1,105,203
Term Loan, 5.57%, (1 mo. USD LIBOR + 4.00%), Maturing April 15, 2024		818		822,430

			$	17,526,652


Total Senior Floating-Rate Loans (identified cost $923,385,856)			$	914,972,838


Corporate Bonds & Notes — 52.0%

Security	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 0.9%
Bombardier, Inc.
7.50%, 12/1/24⁽⁸⁾		800	$	814,000
Booz Allen Hamilton, Inc.
5.125%, 5/1/25⁽⁸⁾		345		346,725
Hexcel Corp.
4.70%, 8/15/25		369		393,179
3.95%, 2/15/27		1,000		1,021,075


Security	Principal Amount* (000’s omitted)		Value
Huntington Ingalls Industries, Inc.
5.00%, 11/15/25⁽⁸⁾		675	$	723,938
Latam Finance, Ltd.
6.875%, 4/11/24⁽⁸⁾		950		992,750
Lockheed Martin Corp.
3.55%, 1/15/26		960		998,284
Northrop Grumman Corp.
2.93%, 1/15/25		770		766,450
Orbital ATK, Inc.
5.25%, 10/1/21		1,515		1,558,556
TA MFG., Ltd.
3.625%, 4/15/23⁽⁹⁾	EUR	375		461,031
TransDigm, Inc.
6.00%, 7/15/22		2,850		2,921,250
6.50%, 7/15/24		4,285		4,402,837
United Continental Holdings, Inc.
4.25%, 10/1/22		970		973,637

			$	16,373,712

Air Transport — 0.2%
Azul Investments, LLP
5.875%, 10/26/24⁽⁸⁾		1,030	$	1,026,138
WestJet Airlines, Ltd.
3.50%, 6/16/21⁽⁸⁾		2,000		2,020,043

			$	3,046,181

Automotive — 0.7%
American Axle & Manufacturing, Inc.
6.25%, 4/1/25⁽⁸⁾		375	$	395,625
Deck Chassis Acquisition, Inc.
10.00%, 6/15/23⁽⁸⁾		1,840		2,056,200
Fiat Chrysler Finance Europe SA
4.75%, 3/22/21⁽⁹⁾	EUR	325		433,968
General Motors Co.
5.00%, 4/1/35		1,095		1,163,043
General Motors Financial Co., Inc.
6.75%, 6/1/18		1,365		1,390,597
Gestamp Funding Luxembourg SA
3.50%, 5/15/23⁽⁹⁾	EUR	300		378,137
Navistar International Corp.
6.625%, 11/1/25⁽⁸⁾		3,015		3,153,328
RAC Bond Co. PLC
5.00%, 11/6/22⁽⁹⁾	GBP	530		713,445
Volvo Car AB
2.00%, 1/24/25⁽⁹⁾	EUR	375		455,541
Wabash National Corp.
5.50%, 10/1/25⁽⁸⁾		985		994,850
ZF North America Capital, Inc.
4.00%, 4/29/20⁽⁸⁾		672		698,712
4.50%, 4/29/22⁽⁸⁾		392		413,070

			$	12,246,516


Security	Principal Amount* (000’s omitted)		Value
Banks and Thrifts — 0.8%
Astoria Financial Corp.
3.50%, 6/8/20		952	$	956,184
Banco do Brasil SA
6.25% to 4/15/24^(8)(10)(11)		1,000		922,500
Banco Mercantil del Norte SA/Grand Cayman
5.75% to 10/4/26, 10/4/31^(8)(11)		1,485		1,505,419
Bank of America Corp.
3.593% to 7/21/27, 7/21/28⁽¹¹⁾		1,450		1,475,201
BankUnited, Inc.
4.875%, 11/17/25		1,815		1,932,253
Citizens Financial Group, Inc.
4.15%, 9/28/22⁽⁸⁾		258		267,814
First Midwest Bancorp, Inc.
5.875%, 9/29/26		1,000		1,073,893
Flagstar Bancorp, Inc.
6.125%, 7/15/21		650		691,239
Goldman Sachs Group, Inc. (The)
3.691% to 6/5/27, 6/5/28⁽¹¹⁾		1,500		1,523,052
Itau Unibanco Holding SA
5.50%, 8/6/22⁽⁸⁾		1,430		1,489,345
Nationwide Building Society
4.00%, 9/14/26⁽⁸⁾		1,285		1,301,102
Wells Fargo & Co.
4.65%, 11/4/44		700		764,482

			$	13,902,484

Beverage and Tobacco — 0.1%
Anheuser-Busch InBev Finance, Inc.
3.65%, 2/1/26		1,020	$	1,054,142

			$	1,054,142

Brokerage/Securities Dealers/Investment Houses — 0.2%
Alliance Data Systems Corp.
6.375%, 4/1/20⁽⁸⁾		655	$	662,336
5.875%, 11/1/21⁽⁸⁾		1,620		1,664,550
Intrum Justitia AB
3.125%, 7/15/24⁽⁹⁾	EUR	400		482,883
Neuberger Berman Group, LLC/Neuberger Berman Finance Corp.
4.50%, 3/15/27⁽⁸⁾		454		478,268
4.875%, 4/15/45⁽⁸⁾		500		511,348

			$	3,799,385

Building and Development — 1.9%
ADLER Real Estate AG
2.125%, 2/6/24⁽⁹⁾	EUR	580	$	690,278
Beacon Escrow Corp.
4.875%, 11/1/25⁽⁸⁾		1,300		1,311,375
Builders FirstSource, Inc.
5.625%, 9/1/24⁽⁸⁾		922		962,983
Core & Main L.P.
6.125%, 8/15/25⁽⁸⁾		740		752,950


Security	Principal Amount* (000’s omitted)		Value
CyrusOne, L.P./CyrusOne Finance Corp.
5.375%, 3/15/27⁽⁸⁾		335	$	352,588
DEMIRE Deutsche Mittelstand Real Estate AG
2.875%, 7/15/22⁽⁹⁾	EUR	400		491,717
Five Point Operating Co., L.P./Five Point Capital Corp.
7.875%, 11/15/25⁽⁸⁾		2,180		2,223,600
Greystar Real Estate Partners, LLC
5.75%, 12/1/25⁽⁸⁾		2,975		3,071,687
HD Supply, Inc.
5.75%, 4/15/24⁽⁸⁾		1,135		1,208,775
Hillman Group, Inc. (The)
6.375%, 7/15/22⁽⁸⁾		2,075		2,080,188
James Hardie International Finance DAC
4.75%, 1/15/25⁽⁸⁾		200		202,500
5.00%, 1/15/28⁽⁸⁾		355		359,438
Jeld-Wen, Inc.
4.625%, 12/15/25⁽⁸⁾		355		358,550
4.875%, 12/15/27⁽⁸⁾		355		359,438
Kennedy Wilson Europe Real Estate PLC
3.25%, 11/12/25⁽⁹⁾	EUR	500		624,394
LSF9 Balta Issuer S.A.
7.75%, 9/15/22⁽⁹⁾	EUR	327		423,258
MDC Holdings, Inc.
6.00%, 1/15/43		982		964,815
Reliance Intermediate Holdings, L.P.
6.50%, 4/1/23⁽⁸⁾		4,610		4,886,600
Standard Industries, Inc.
6.00%, 10/15/25⁽⁸⁾		2,330		2,498,925
TRI Pointe Group, Inc./TRI Pointe Homes, Inc.
4.375%, 6/15/19		1,725		1,768,125
5.875%, 6/15/24		2,235		2,397,037
USG Corp.
5.50%, 3/1/25⁽⁸⁾		345		367,856
VICI Properties 1, LLC/VICI FC, Inc.
8.00%, 10/15/23		3,619		4,061,769

			$	32,418,846

Business Equipment and Services — 1.7%
AA Bond Co., Ltd.
5.50%, 7/31/43⁽⁹⁾	GBP	475	$	650,614
Arena Luxembourg Finance S.a.r.l
2.75%, (3 mo. EURIBOR + 2.75%), 11/1/23^(9)(12)	EUR	500		604,137
Carlson Travel, Inc.
6.75%, 12/15/23⁽⁸⁾		1,130		1,025,475
9.50%, 12/15/24⁽⁸⁾		800		646,000
EIG Investors Corp.
10.875%, 2/1/24		3,810		4,248,150
First Data Corp.
7.00%, 12/1/23⁽⁸⁾		6,630		7,027,800
5.00%, 1/15/24⁽⁸⁾		815		841,488


Security	Principal Amount* (000’s omitted)		Value
FTI Consulting, Inc.
6.00%, 11/15/22		3,974	$	4,110,308
KAR Auction Services, Inc.
5.125%, 6/1/25⁽⁸⁾		1,555		1,597,763
Prime Security Services Borrower, LLC/Prime Finance, Inc.
9.25%, 5/15/23⁽⁸⁾		2,850		3,170,625
ServiceMaster Co., LLC (The)
7.45%, 8/15/27		1,975		2,147,812
United Rentals North America, Inc.
5.50%, 5/15/27		295		311,225
Vantiv, LLC/Vanity Issuer Corp.
3.875%, 11/15/25⁽⁹⁾	GBP	350		478,696
4.375%, 11/15/25⁽⁸⁾		945		959,345
West Corp.
8.50%, 10/15/25⁽⁸⁾		1,645		1,632,663

			$	29,452,101

Cable and Satellite Television — 3.9%
Altice US Finance I Corp.
5.50%, 5/15/26⁽⁸⁾		2,000	$	2,042,500
Cablevision Systems Corp.
7.75%, 4/15/18		1,055		1,070,825
8.00%, 4/15/20		635		679,450
5.875%, 9/15/22		1,175		1,160,312
CCO Holdings, LLC/CCO Holdings Capital Corp.
5.25%, 9/30/22		4,295		4,410,428
5.75%, 1/15/24		1,980		2,044,350
5.875%, 4/1/24⁽⁸⁾		230		240,350
5.375%, 5/1/25⁽⁸⁾		3,605		3,723,316
5.75%, 2/15/26⁽⁸⁾		1,885		1,962,756
5.00%, 2/1/28⁽⁸⁾		1,755		1,715,512
Cequel Communications Holdings I, LLC/Cequel Capital Corp.
6.375%, 9/15/20⁽⁸⁾		157		159,748
5.125%, 12/15/21⁽⁸⁾		105		105,525
Charter Communications Operating, LLC/Charter Communications Operating Capital
3.75%, 2/15/28		1,300		1,246,920
Comcast Corp.
3.15%, 2/15/28		1,105		1,109,590
CSC Holdings, LLC
6.75%, 11/15/21		2,780		2,988,500
10.125%, 1/15/23⁽⁸⁾		2,880		3,250,800
5.25%, 6/1/24		355		348,788
10.875%, 10/15/25⁽⁸⁾		2,816		3,351,040
DISH DBS Corp.
6.75%, 6/1/21		2,165		2,281,369
5.875%, 7/15/22		3,055		3,081,731
5.875%, 11/15/24		530		517,413
7.75%, 7/1/26		140		147,700
SFR Group S.A.
6.00%, 5/15/22⁽⁸⁾		3,820		3,872,525
7.375%, 5/1/26⁽⁸⁾		1,980		2,046,825


Security	Principal Amount* (000’s omitted)		Value
Time Warner, Inc.
3.80%, 2/15/27		500	$	500,342
Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH
4.00%, 1/15/25⁽⁹⁾	EUR	500		635,572
UPC Holding B.V.
5.50%, 1/15/28⁽⁸⁾		1,825		1,779,375
Virgin Media Finance PLC
6.375%, 4/15/23⁽⁸⁾		10,705		11,093,056
5.75%, 1/15/25⁽⁸⁾		2,015		2,062,856
Virgin Media Receivables Financing Notes I DAC
5.50%, 9/15/24⁽⁹⁾	GBP	475		648,649
Virgin Media Secured Finance PLC
5.50%, 1/15/25⁽⁸⁾		725		745,844
5.25%, 1/15/26⁽⁸⁾		2,430		2,463,412
VTR Finance B.V.
6.875%, 1/15/24⁽⁸⁾		455		481,163
Walt Disney Co. (The)
1.85%, 7/30/26		555		510,572
Ziggo Bond Finance B.V.
5.875%, 1/15/25⁽⁸⁾		930		920,700
6.00%, 1/15/27⁽⁸⁾		1,670		1,632,425
Ziggo Secured Finance B.V.
5.50%, 1/15/27⁽⁸⁾		1,035		1,036,294

			$	68,068,533

Capital Goods — 0.1%
Valmont Industries, Inc.
5.00%, 10/1/44		1,000	$	1,049,807

			$	1,049,807

Chemicals and Plastics — 0.9%
Alpha 3 B.V./Alpha US Bidco, Inc.
6.25%, 2/1/25⁽⁸⁾		655	$	674,650
Chemours Co. (The)
7.00%, 5/15/25		610		664,900
5.375%, 5/15/27		555		575,813
CTC BondCo GmbH
5.25%, 12/15/25⁽⁹⁾	EUR	375		452,897
Monitchem HoldCo 3 S.A.
5.25%, 6/15/21⁽⁹⁾	EUR	250		303,712
Mosaic Co. (The)
4.05%, 11/15/27		1,000		1,004,313
Platform Specialty Products Corp.
6.50%, 2/1/22⁽⁸⁾		2,190		2,266,650
PQ Corp.
5.75%, 12/15/25⁽⁸⁾		360		367,200
Scotts Miracle-Gro Co. (The)
6.00%, 10/15/23		670		712,712
SPCM S.A.
4.875%, 9/15/25⁽⁸⁾		560		566,300
Tronox Finance PLC
5.75%, 10/1/25⁽⁸⁾		865		890,950


Security	Principal Amount* (000’s omitted)		Value
Tronox Finance, LLC
7.50%, 3/15/22⁽⁸⁾		1,280	$	1,340,800
Valvoline, Inc.
5.50%, 7/15/24		375		399,375
Venator Finance S.a.r.l./Venator Materials, LLC
5.75%, 7/15/25⁽⁸⁾		835		885,100
Versum Materials, Inc.
5.50%, 9/30/24⁽⁸⁾		1,270		1,362,075
W.R. Grace & Co.
5.125%, 10/1/21⁽⁸⁾		2,170		2,286,637
5.625%, 10/1/24⁽⁸⁾		490		530,425

			$	15,284,509

Clothing/Textiles — 0.3%
CBR Fashion Finance BV
5.125%, 10/1/22⁽⁹⁾	EUR	385	$	442,564
PrestigeBidCo GmbH
6.25%, 12/15/23⁽⁹⁾	EUR	265		341,643
PVH Corp.
7.75%, 11/15/23		3,740		4,506,700

			$	5,290,907

Commercial Services — 0.1%
Block Financial, LLC
5.25%, 10/1/25		1,110	$	1,193,118
Inter Media and Communication SpA
4.875%, 12/31/22⁽⁹⁾	EUR	235		289,824
Iron Mountain UK PLC
3.875%, 11/15/25⁽⁹⁾	GBP	250		331,192
Verisure Holding AB
6.00%, 11/1/22⁽⁹⁾	EUR	315		403,313

			$	2,217,447

Computers — 0.2%
Apple, Inc.
2.90%, 9/12/27		1,000	$	989,093
Seagate HDD Cayman
4.875%, 6/1/27		969		927,994
5.75%, 12/1/34		1,030		991,620

			$	2,908,707

Conglomerates — 0.2%
Spectrum Brands, Inc.
5.75%, 7/15/25		2,745	$	2,902,838
TMS International Corp.
7.25%, 8/15/25⁽⁸⁾		1,350		1,414,125

			$	4,316,963

Consumer Products — 0.3%
Central Garden & Pet Co.
6.125%, 11/15/23		575	$	610,938
5.125%, 2/1/28		690		691,725


Security	Principal Amount* (000’s omitted)		Value
HRG Group, Inc.
7.875%, 7/15/19		3,780	$	3,788,505
7.75%, 1/15/22		250		260,000

			$	5,351,168

Containers and Glass Products — 1.0%
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
6.00%, 6/30/21⁽⁸⁾		615	$	633,450
4.25%, 9/15/22⁽⁸⁾		690		703,800
2.75%, 3/15/24⁽⁹⁾	EUR	500		619,070
7.25%, 5/15/24⁽⁸⁾		325		355,062
6.00%, 2/15/25⁽⁸⁾		2,335		2,463,425
Ball Corp.
4.375%, 12/15/20		2,375		2,467,031
Berry Global, Inc.
6.00%, 10/15/22		970		1,019,712
BWAY Holding Co.
5.50%, 4/15/24⁽⁸⁾		2,010		2,095,425
7.25%, 4/15/25⁽⁸⁾		1,420		1,469,700
Owens-Brockway Glass Container, Inc.
5.875%, 8/15/23⁽⁸⁾		1,345		1,451,759
6.375%, 8/15/25⁽⁸⁾		700		783,563
Reynolds Group Issuer, Inc./Reynolds Group Issuer, LLC
5.75%, 10/15/20		242		246,214
5.125%, 7/15/23⁽⁸⁾		1,015		1,051,794
7.00%, 7/15/24⁽⁸⁾		1,315		1,410,831
Verallia Packaging SASU
5.125%, 8/1/22⁽⁹⁾	EUR	230		289,419

			$	17,060,255

Distribution & Wholesale — 0.1%
American Tire Distributors, Inc.
10.25%, 3/1/22⁽⁸⁾		1,875	$	1,940,625
H&E Equipment Services, Inc.
5.625%, 9/1/25⁽⁸⁾		395		413,763

			$	2,354,388

Diversified Financial Services — 0.9%
Barclays PLC
4.836%, 5/9/28		1,990	$	2,073,032
Cadence Financial Corp.
4.875%, 6/28/19⁽⁸⁾		1,375		1,408,704
FBM Finance, Inc.
8.25%, 8/15/21⁽⁸⁾		1,415		1,510,512
Grupo KUO SAB de CV
5.75%, 7/7/27⁽⁸⁾		1,000		1,038,010
Jefferies Finance, LLC/JFIN Co-Issuer Corp.
7.25%, 8/15/24⁽⁸⁾		2,260		2,324,975
Legg Mason, Inc.
4.75%, 3/15/26		985		1,056,932
Leucadia National Corp.
6.625%, 10/23/43		683		765,009


Security	Principal Amount* (000’s omitted)		Value
Louvre Bidco SAS
4.25%, 9/30/24⁽⁹⁾	EUR	490	$	585,995
Mercury BondCo PLC
8.25%, (8.25% cash or 9.00% PIK), 5/30/21^(9)(13)	EUR	270		337,728
Och-Ziff Finance Co., LLC
4.50%, 11/20/19⁽⁸⁾		2,009		1,943,707
OM Asset Management PLC
4.80%, 7/27/26		2,195		2,276,081
UniCredit SpA
5.861% to 6/19/27, 6/19/32^(8)(11)		1,000		1,067,509

			$	16,388,194

Drugs — 1.6%
Catalent Pharma Solutions, Inc.
4.875%, 1/15/26⁽⁸⁾		3,455	$	3,476,594
Jaguar Holding Co. II/Pharmaceutical Product Development, LLC
6.375%, 8/1/23⁽⁸⁾		4,400		4,455,000
Johnson & Johnson
1.65%, 3/1/21		590		577,486
Merck & Co., Inc.
1.85%, 2/10/20		600		596,807
Nidda Healthcare Holding GmbH
3.50%, 9/30/24⁽⁹⁾	EUR	200		242,644
Teva Pharmaceutical Finance Netherlands III B.V.
2.20%, 7/21/21		2,685		2,454,470
Valeant Pharmaceuticals International, Inc.
7.50%, 7/15/21⁽⁸⁾		3,035		3,099,494
5.625%, 12/1/21⁽⁸⁾		1,165		1,143,156
6.50%, 3/15/22⁽⁸⁾		2,419		2,545,998
5.875%, 5/15/23⁽⁸⁾		1,135		1,054,131
7.00%, 3/15/24⁽⁸⁾		4,105		4,402,612
5.50%, 11/1/25⁽⁸⁾		2,585		2,643,162
9.00%, 12/15/25⁽⁸⁾		1,820		1,901,354

			$	28,592,908

Ecological Services and Equipment — 0.6%
Advanced Disposal Services, Inc.
5.625%, 11/15/24⁽⁸⁾		1,405	$	1,440,125
Clean Harbors, Inc.
5.125%, 6/1/21		900		911,250
Covanta Holding Corp.
6.375%, 10/1/22		1,960		2,009,000
5.875%, 3/1/24		1,900		1,933,250
5.875%, 7/1/25		860		866,450
GFL Environmental, Inc.
9.875%, 2/1/21⁽⁸⁾		225		237,656
Wrangler Buyer Corp.
6.00%, 10/1/25⁽⁸⁾		3,315		3,431,025

			$	10,828,756


Security	Principal Amount* (000’s omitted)		Value
Electric Utilities — 0.3%
Drax Finco PLC
4.25%, 5/1/22⁽⁹⁾	GBP	325	$	444,589
E.CL SA
4.50%, 1/29/25⁽⁸⁾		637		667,167
NRG Yield Operating, LLC
5.375%, 8/15/24		850		884,000
5.00%, 9/15/26		1,455		1,484,100
State Grid Overseas Investment 2016, Ltd.
2.875%, 5/18/26⁽⁹⁾		2,000		1,935,420
TenneT Holding BV
2.995% to 6/1/24^(9)(10)(11)	EUR	350		438,320
Viridian Group FinanceCo PLC/Viridian Power and Energy
4.00%, 9/15/25⁽⁹⁾	EUR	250		299,682

			$	6,153,278

Electronics/Electrical — 1.8%
Anixter, Inc.
5.50%, 3/1/23		1,890	$	2,041,767
Avnet, Inc.
4.625%, 4/15/26		985		1,017,353
Duke Energy Corp.
2.65%, 9/1/26		850		815,772
Electricite de France S.A.
6.00% to 1/29/26^(9)(10)(11)	GBP	400		577,083
Enel Finance International NV
3.625%, 5/25/27⁽⁸⁾		1,000		995,228
Entegris, Inc.
4.625%, 2/10/26⁽⁸⁾		1,350		1,377,000
Exelon Corp.
5.625%, 6/15/35		819		1,008,850
Infor (US), Inc.
5.75%, 8/15/20⁽⁸⁾		965		992,744
5.75%, 5/15/22	EUR	475		585,031
6.50%, 5/15/22		1,760		1,830,400
Ingram Micro, Inc.
5.45%, 12/15/24		1,889		1,878,414
Keysight Technologies, Inc.
4.60%, 4/6/27		957		1,008,825
NXP B.V./NXP Funding, LLC
4.625%, 6/1/23⁽⁸⁾		1,430		1,499,355
SS&C Technologies Holdings, Inc.
5.875%, 7/15/23		2,650		2,809,000
Veritas US, Inc./Veritas Bermuda, Ltd.
7.50%, 2/1/23⁽⁸⁾		1,455		1,527,750
7.50%, 2/1/23⁽⁹⁾	EUR	500		631,421
10.50%, 2/1/24⁽⁸⁾		2,125		2,220,625
Western Digital Corp.
7.375%, 4/1/23⁽⁸⁾		3,635		3,930,344
10.50%, 4/1/24		3,800		4,412,750

			$	31,159,712


Security	Principal Amount* (000’s omitted)		Value
Energy — 0.1%
Ultrapar International S.A.
5.25%, 10/6/26⁽⁸⁾		1,000	$	1,023,220

			$	1,023,220

Entertainment — 0.0%⁽¹⁴⁾
CPUK Finance, Ltd.
4.875%, 2/28/47⁽⁹⁾	GBP	485	$	668,656

			$	668,656

Financial Intermediaries — 1.3%
Ally Financial, Inc.
8.00%, 12/31/18		250	$	262,500
3.50%, 1/27/19		5,000		5,037,500
CIT Group, Inc.
5.375%, 5/15/20		570		603,488
Credit Acceptance Corp.
7.375%, 3/15/23		1,475		1,552,437
Icahn Enterprises, L.P./Icahn Enterprises Finance Corp.
6.00%, 8/1/20		1,430		1,471,541
6.25%, 2/1/22		955		978,875
6.375%, 12/15/25⁽⁸⁾		875		877,275
JPMorgan Chase & Co.
4.25%, 10/1/27		1,250		1,330,834
Series S, 6.75% to 2/1/24^(10)(11)		3,325		3,769,719
Navient Corp.
5.50%, 1/15/19		3,125		3,187,500
4.875%, 6/17/19		215		219,171
8.00%, 3/25/20		2,150		2,330,062
5.00%, 10/26/20		995		1,011,169
7.25%, 1/25/22		215		231,125

			$	22,863,196

Financial Services — 0.6%
Banco BTG Pactual SA/Cayman Islands
5.75%, 9/28/22⁽⁸⁾		1,592	$	1,596,139
Banco BTG Pactual SA/Luxembourg
5.50%, 1/31/23⁽⁸⁾		510		510,638
Brookfield Finance, LLC
4.00%, 4/1/24		1,000		1,036,407
Santander Holdings USA, Inc.
4.50%, 7/17/25		2,360		2,464,871
Sensata Technologies UK Financing Co. PLC
6.25%, 2/15/26⁽⁸⁾		2,735		2,987,988
Solera, LLC/Solera Finance, Inc.
10.50%, 3/1/24⁽⁸⁾		1,035		1,169,529

			$	9,765,572

Food Products — 1.0%
BRF GmbH
4.35%, 9/29/26⁽⁸⁾		1,200	$	1,166,388
Dean Foods Co.
6.50%, 3/15/23⁽⁸⁾		1,025		1,022,438


Security	Principal Amount* (000’s omitted)		Value
Dole Food Co., Inc.
7.25%, 6/15/25⁽⁸⁾		2,900	$	3,146,500
Iceland Bondco PLC
4.629%, (3 mo. GBP LIBOR + 4.25%), 7/15/20^(8)(12)	GBP	371		497,167
Pilgrim’s Pride Corp.
5.75%, 3/15/25⁽⁸⁾		460		474,950
5.875%, 9/30/27⁽⁸⁾		660		681,450
Post Holdings, Inc.
5.50%, 3/1/25⁽⁸⁾		2,010		2,085,375
8.00%, 7/15/25⁽⁸⁾		745		840,919
5.00%, 8/15/26⁽⁸⁾		2,275		2,243,719
5.625%, 1/15/28⁽⁸⁾		1,670		1,678,350
Smithfield Foods, Inc.
2.65%, 10/3/21⁽⁸⁾		550		542,939
Tesco PLC
6.125%, 2/24/22	GBP	400		624,114
US Foods, Inc.
5.875%, 6/15/24⁽⁸⁾		1,870		1,972,850

			$	16,977,159

Food Service — 0.6%
1011778 B.C. Unlimited Liability Company/New Red Finance, Inc.
4.625%, 1/15/22⁽⁸⁾		2,410	$	2,473,263
4.25%, 5/15/24⁽⁸⁾		2,720		2,720,000
5.00%, 10/15/25⁽⁸⁾		3,705		3,751,313
Welbilt, Inc.
9.50%, 2/15/24		815		932,156
Yum! Brands, Inc.
5.30%, 9/15/19		425		442,531
3.875%, 11/1/23		190		191,900

			$	10,511,163

Food/Drug Retailers — 0.3%
Albertsons Cos., LLC/Safeway, Inc./New Albertson’s, Inc./Albertson’s, LLC
6.625%, 6/15/24		80	$	76,800
5.75%, 3/15/25		1,000		907,500
CVS Health Corp.
3.375%, 8/12/24		925		931,115
ESAL GmbH
6.25%, 2/5/23⁽⁸⁾		2,075		1,981,625
Sigma Alimentos SA de CV
4.125%, 5/2/26⁽⁸⁾		1,070		1,082,038

			$	4,979,078

Forest Products — 0.0%⁽¹⁴⁾
Mercer International, Inc.
5.50%, 1/15/26⁽⁸⁾		480	$	488,400

			$	488,400

Health Care — 3.6%
Abbott Laboratories
4.90%, 11/30/46		360	$	414,038


Security	Principal Amount* (000’s omitted)		Value
Aetna, Inc.
4.125%, 11/15/42		385	$	391,083
Amgen, Inc.
2.60%, 8/19/26		840		805,637
Centene Corp.
4.75%, 5/15/22		870		906,975
6.125%, 2/15/24		200		212,000
4.75%, 1/15/25		2,450		2,499,000
CHS/Community Health Systems, Inc.
6.25%, 3/31/23		4,805		4,348,525
Eagle Holding Co. II, LLC
7.625%, (7.625% cash or 8.375% PIK), 5/15/22^(8)(13)		1,260		1,285,200
Envision Healthcare Corp.
5.625%, 7/15/22		1,050		1,065,750
6.25%, 12/1/24⁽⁸⁾		3,600		3,726,000
Gilead Sciences, Inc.
2.95%, 3/1/27		800		787,543
Grifols S.A.
3.20%, 5/1/25⁽⁹⁾	EUR	550		672,317
HCA Healthcare, Inc.
6.25%, 2/15/21		1,710		1,816,875
HCA, Inc.
6.50%, 2/15/20		3,215		3,415,937
7.50%, 2/15/22		2,930		3,303,575
4.75%, 5/1/23		1,125		1,161,562
5.875%, 2/15/26		2,705		2,867,300
4.50%, 2/15/27		1,870		1,884,025
Hologic, Inc.
5.25%, 7/15/22⁽⁸⁾		1,640		1,703,550
4.375%, 10/15/25⁽⁸⁾		1,665		1,694,137
inVentiv Group Holdings, Inc./inVentiv Health, Inc./inVentiv Health Clinical, Inc.
7.50%, 10/1/24⁽⁸⁾		1,629		1,767,465
Kinetic Concepts, Inc./KCI USA, Inc.
7.875%, 2/15/21⁽⁸⁾		1,405		1,469,981
12.50%, 11/1/21⁽⁸⁾		2,590		2,920,225
Medtronic Global Holdings SCA
3.35%, 4/1/27		750		770,227
MPH Acquisition Holdings, LLC
7.125%, 6/1/24⁽⁸⁾		2,150		2,295,125
Polaris Intermediate Corp.
8.50%, (8.50% cash or 9.25% PIK), 12/1/22^(8)(13)		2,440		2,537,600
Synlab Bondco PLC
3.50%, (3 mo. EURIBOR + 3.50%), 7/1/22⁽⁹⁾⁽¹²⁾	EUR	580		702,194
Team Health Holdings, Inc.
6.375%, 2/1/25⁽⁸⁾		2,020		1,812,950
Teleflex, Inc.
5.25%, 6/15/24		790		827,525
4.625%, 11/15/27		1,055		1,067,977


Security	Principal Amount* (000’s omitted)		Value
Tenet Healthcare Corp.
6.00%, 10/1/20		1,795	$	1,904,585
7.50%, 1/1/22⁽⁸⁾		680		716,550
8.125%, 4/1/22		4,125		4,212,656
6.75%, 6/15/23		325		316,469
UnitedHealth Group, Inc.
3.375%, 4/15/27		475		488,549
WellCare Health Plans, Inc.
5.25%, 4/1/25		3,275		3,463,312

			$	62,234,419

Home Furnishings — 0.1%
Harman International Industries, Inc.
4.15%, 5/15/25		940	$	973,182
Tempur Sealy International, Inc.
5.625%, 10/15/23		520		543,400

			$	1,516,582

Industrial Equipment — 0.4%
ABG Orphan Holdco S.a.r.l.
14.00%, (5.00% Cash, 9.00% PIK), 2/28/21⁽⁸⁾		460	$	492,775
BlueLine Rental Finance Corp./BlueLine Rental, LLC
9.25%, 3/15/24⁽⁸⁾		1,010		1,080,700
Cleaver-Brooks, Inc.
7.875%, 3/1/23⁽⁸⁾		715		734,663
CNH Industrial Capital, LLC
3.625%, 4/15/18		2,500		2,519,200
NEW Areva Holding SA
4.875%, 9/23/24	EUR	450		605,985
Norican A/S
4.50%, 5/15/23⁽⁹⁾	EUR	535		623,471
Wabtec Corp.
3.45%, 11/15/26		1,000		979,535
Wittur International Holding GmbH
8.50%, 2/15/23⁽⁹⁾	EUR	580		728,325

			$	7,764,654

Insurance — 0.7%
Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer
8.25%, 8/1/23⁽⁸⁾		2,045	$	2,152,363
Ardonagh Midco 3 PLC
8.625%, 7/15/23⁽⁸⁾		3,035		3,156,400
Berkshire Hathaway Energy Co.
4.50%, 2/1/45		680		762,573
Hub Holdings, LLC/Hub Holdings Finance, Inc.
8.125%, (8.125% cash or 8.875% PIK), 7/15/19^(8)(13)		1,695		1,699,238
Hub International, Ltd.
7.875%, 10/1/21⁽⁸⁾		2,325		2,423,812
KIRS Midco 3 PLC
8.375%, 7/15/23⁽⁹⁾	GBP	440		605,603
Metropolitan Life Global Funding I
3.00%, 9/19/27⁽⁸⁾		760		753,574

			$	11,553,563


Security	Principal Amount* (000’s omitted)		Value
Internet Software & Services — 0.6%
Edreams Odigeo SA
8.50%, 8/1/21⁽⁹⁾	EUR	244	$	314,793
Netflix, Inc.
5.50%, 2/15/22		1,825		1,927,656
3.625%, 5/15/27⁽⁹⁾	EUR	340		412,820
4.875%, 4/15/28⁽⁸⁾		1,665		1,633,781
Riverbed Technology, Inc.
8.875%, 3/1/23⁽⁸⁾		3,495		3,311,512
Symantec Corp.
5.00%, 4/15/25⁽⁸⁾		1,995		2,079,788

			$	9,680,350

Leisure Goods/Activities/Movies — 1.1%
AMC Entertainment Holdings, Inc.
6.375%, 11/15/24	GBP	225	$	306,810
5.875%, 11/15/26		710		702,900
6.125%, 5/15/27		2,545		2,538,637
Match Group, Inc.
6.375%, 6/1/24		200		217,500
5.00%, 12/15/27⁽⁸⁾		595		605,413
Mattel, Inc.
6.75%, 12/31/25⁽⁸⁾		555		563,852
National CineMedia, LLC
6.00%, 4/15/22		3,625		3,688,437
NCL Corp., Ltd.
4.75%, 12/15/21⁽⁸⁾		1,345		1,395,438
Regal Entertainment Group
5.75%, 3/15/22		780		806,325
Royal Caribbean Cruises, Ltd.
7.25%, 3/15/18		1,680		1,695,848
Sabre GLBL, Inc.
5.375%, 4/15/23⁽⁸⁾		855		884,925
Viking Cruises, Ltd.
6.25%, 5/15/25⁽⁸⁾		1,690		1,749,150
5.875%, 9/15/27⁽⁸⁾		3,860		3,937,200

			$	19,092,435

Lodging and Casinos — 2.1%
Buffalo Thunder Development Authority
11.00%, 12/9/22⁽⁸⁾		2,006	$	782,371
CRC Escrow Issuer, LLC/CRC Finco, Inc.
5.25%, 10/15/25⁽⁸⁾		4,300		4,355,040
Eldorado Resorts, Inc.
6.00%, 4/1/25		1,450		1,522,500
ESH Hospitality, Inc.
5.25%, 5/1/25⁽⁸⁾		1,260		1,275,750
Gateway Casinos & Entertainment, Ltd.
8.25%, 3/1/24⁽⁸⁾		255		273,488
GLP Capital, L.P./GLP Financing II, Inc.
4.875%, 11/1/20		2,650		2,762,625


Security	Principal Amount* (000’s omitted)		Value
Golden Nugget, Inc.
6.75%, 10/15/24⁽⁸⁾		4,080	$	4,161,600
8.75%, 10/1/25⁽⁸⁾		1,995		2,099,737
Hilton Domestic Operating Co., Inc.
4.25%, 9/1/24		1,410		1,427,625
Jack Ohio Finance, LLC/Jack Ohio Finance 1 Corp.
6.75%, 11/15/21⁽⁸⁾		1,395		1,471,725
10.25%, 11/15/22⁽⁸⁾		1,000		1,095,000
MGM Growth Properties Operating Partnership, L.P./MGP Finance Co-Issuer, Inc.
5.625%, 5/1/24		530		567,100
4.50%, 9/1/26		1,060		1,060,000
4.50%, 1/15/28⁽⁸⁾		190		186,675
MGM Resorts International
6.625%, 12/15/21		2,455		2,699,763
7.75%, 3/15/22		3,970		4,535,725
6.00%, 3/15/23		1,980		2,143,350
NH Hotel Group S.A.
3.75%, 10/1/23⁽⁹⁾	EUR	250		317,645
RHP Hotel Properties, L.P./RHP Finance Corp.
5.00%, 4/15/23		1,215		1,248,412
Scientific Games International, Inc.
7.00%, 1/1/22⁽⁸⁾		995		1,050,969
Studio City Co., Ltd.
7.25%, 11/30/21⁽⁸⁾		845		893,588
Tunica-Biloxi Gaming Authority
3.78%, 12/15/20⁽⁸⁾		4,721		1,336,929

			$	37,267,617

Machinery — 0.1%
Cloud Crane, LLC
10.125%, 8/1/24⁽⁸⁾		1,625	$	1,836,250

			$	1,836,250

Manufacturing — 0.2%
Novelis Corp.
6.25%, 8/15/24⁽⁸⁾		1,065	$	1,118,250
5.875%, 9/30/26⁽⁸⁾		1,530		1,564,425

			$	2,682,675

Media — 0.0%⁽¹⁴⁾
McGraw-Hill Global Education Holdings, LLC/McGraw-Hill Global Education Finance
7.875%, 5/15/24⁽⁸⁾		135	$	133,819

			$	133,819

Metals/Mining — 0.5%
Alcoa Nederland Holding B.V.
6.75%, 9/30/24⁽⁸⁾		670	$	733,650
Constellium N.V.
4.25%, 2/15/26⁽⁸⁾	EUR	1,000		1,207,540


Security	Principal Amount* (000’s omitted)		Value
4.25%, 2/15/26⁽⁹⁾	EUR	400	$	483,016
5.875%, 2/15/26⁽⁸⁾		1,205		1,230,606
Hudbay Minerals, Inc.
7.25%, 1/15/23⁽⁸⁾		1,015		1,080,975
7.625%, 1/15/25⁽⁸⁾		1,825		2,007,500
Northwest Acquisitions ULC/Dominion Finco, Inc.
7.125%, 11/1/22⁽⁸⁾		460		476,100
Yamana Gold, Inc.
4.625%, 12/15/27⁽⁸⁾		1,000		1,006,877

			$	8,226,264

Nonferrous Metals/Minerals — 1.0%
Eldorado Gold Corp.
6.125%, 12/15/20⁽⁸⁾		3,685	$	3,657,362
First Quantum Minerals, Ltd.
7.00%, 2/15/21⁽⁸⁾		655		681,200
7.25%, 4/1/23⁽⁸⁾		2,010		2,170,800
7.50%, 4/1/25⁽⁸⁾		3,755		4,088,256
Imperial Metals Corp.
7.00%, 3/15/19⁽⁸⁾		880		831,600
New Gold, Inc.
6.25%, 11/15/22⁽⁸⁾		2,130		2,204,550
6.375%, 5/15/25⁽⁸⁾		695		738,438
SunCoke Energy Partners, L.P./SunCoke Energy Partners Finance Corp.
7.50%, 6/15/25⁽⁸⁾		1,540		1,617,000
SunCoke Energy, Inc.
7.625%, 8/1/19		92		92,101
Teck Resources, Ltd.
6.00%, 8/15/40		350		391,125
5.20%, 3/1/42		315		313,425
5.40%, 2/1/43		700		707,000

			$	17,492,857

Oil and Gas — 6.7%
AmeriGas Partners, L.P./AmeriGas Finance Corp.
5.625%, 5/20/24		280	$	292,600
5.50%, 5/20/25		3,020		3,065,300
5.875%, 8/20/26		465		481,275
5.75%, 5/20/27		460		466,900
Andeavor Logistics, L.P./Tesoro Logistics Finance Corp.
6.25%, 10/15/22		560		594,843
5.25%, 1/15/25		665		700,212
Antero Resources Corp.
5.375%, 11/1/21		3,515		3,616,056
5.125%, 12/1/22		1,360		1,394,000
5.625%, 6/1/23		770		804,650
Canbriam Energy, Inc.
9.75%, 11/15/19⁽⁸⁾		2,265		2,315,962
Centennial Resource Production, LLC
5.375%, 1/15/26⁽⁸⁾		2,175		2,221,219
Cheniere Corpus Christi Holdings, LLC
7.00%, 6/30/24		340		387,600


Security	Principal Amount* (000’s omitted)		Value
5.875%, 3/31/25		2,065	$	2,241,816
5.125%, 6/30/27		1,510		1,565,719
Cheniere Energy Partners, L.P.
5.25%, 10/1/25⁽⁸⁾		2,240		2,284,800
Chesapeake Energy Corp.
8.00%, 12/15/22⁽⁸⁾		98		106,085
Continental Resources, Inc.
4.50%, 4/15/23		100		102,250
Covey Park Energy, LLC/Covey Park Finance Corp.
7.50%, 5/15/25⁽⁸⁾		1,210		1,264,087
CrownRock, L.P./CrownRock Finance, Inc.
5.625%, 10/15/25⁽⁸⁾		3,960		3,989,700
CVR Refining, LLC/Coffeyville Finance, Inc.
6.50%, 11/1/22		5,055		5,231,925
Denbury Resources, Inc.
9.00%, 5/15/21⁽⁸⁾		650		667,063
Diamondback Energy, Inc.
4.75%, 11/1/24		490		494,288
5.375%, 5/31/25		1,355		1,400,731
Ecopetrol S.A.
5.875%, 5/28/45		1,000		1,024,501
Endeavor Energy Resources, L.P./EER Finance, Inc.
5.50%, 1/30/26⁽⁸⁾		1,045		1,065,900
5.75%, 1/30/28⁽⁸⁾		1,390		1,432,742
Energy Transfer Equity, L.P.
7.50%, 10/15/20		1,950		2,149,875
5.875%, 1/15/24		1,440		1,519,200
Energy Transfer Partners, L.P.
Series A, 6.25% to 2/15/23^(10)(11)		2,125		2,067,891
EP Energy, LLC/Everest Acquisition Finance, Inc.
8.00%, 11/29/24⁽⁸⁾		875		907,812
8.00%, 2/15/25⁽⁸⁾		1,350		992,250
Extraction Oil & Gas, Inc.
7.375%, 5/15/24⁽⁸⁾		535		573,788
Extraction Oil & Gas, Inc./Extraction Finance Corp.
7.875%, 7/15/21⁽⁸⁾		1,690		1,795,625
Great Western Petroleum, LLC/Great Western Finance Corp.
9.00%, 9/30/21⁽⁸⁾		2,485		2,596,825
Gulfport Energy Corp.
6.625%, 5/1/23		2,085		2,137,125
6.00%, 10/15/24		1,175		1,180,875
Holly Energy Partners, L.P./Holly Energy Finance Corp.
6.00%, 8/1/24⁽⁸⁾		525		549,938
Kinder Morgan Energy Partners, L.P.
4.30%, 5/1/24		1,025		1,068,401
Matador Resources Co.
6.875%, 4/15/23		2,675		2,822,125
Murphy Oil Corp.
6.875%, 8/15/24		495		529,650


Security	Principal Amount* (000’s omitted)		Value
Nabors Industries, Inc.
5.50%, 1/15/23		1,840	$	1,789,400
Newfield Exploration Co.
5.375%, 1/1/26		405		430,313
Oasis Petroleum, Inc.
6.50%, 11/1/21		420		429,975
6.875%, 3/15/22		110		113,163
6.875%, 1/15/23		910		933,887
Oceaneering International, Inc.
4.65%, 11/15/24		1,250		1,217,653
Parsley Energy, LLC/Parsley Finance Corp.
6.25%, 6/1/24⁽⁸⁾		345		364,838
5.375%, 1/15/25⁽⁸⁾		1,240		1,258,600
5.25%, 8/15/25⁽⁸⁾		1,170		1,178,775
5.625%, 10/15/27⁽⁸⁾		1,255		1,286,375
PBF Holding Co., LLC/PBF Finance Corp.
7.00%, 11/15/23		755		791,806
7.25%, 6/15/25		880		927,300
PBF Logistics, L.P./PBF Logistics Finance Corp.
6.875%, 5/15/23		1,800		1,863,000
Petrobras Global Finance B.V.
6.125%, 1/17/22		1,648		1,753,060
Petroleos Mexicanos
6.75%, 9/21/47		1,000		1,046,350
Precision Drilling Corp.
6.50%, 12/15/21		153		156,634
7.75%, 12/15/23		90		94,950
7.125%, 1/15/26⁽⁸⁾		500		511,250
QEP Resources, Inc.
5.625%, 3/1/26		620		630,850
Resolute Energy Corp.
8.50%, 5/1/20		560		572,600
Rowan Cos., Inc.
4.875%, 6/1/22		1,810		1,714,975
RSP Permian, Inc.
6.625%, 10/1/22		3,090		3,248,362
Sabine Pass Liquefaction, LLC
5.625%, 2/1/21		935		1,002,951
5.625%, 3/1/25		1,910		2,109,341
SESI, LLC
7.75%, 9/15/24⁽⁸⁾		235		250,275
Seven Generations Energy, Ltd.
6.75%, 5/1/23⁽⁸⁾		2,435		2,599,362
6.875%, 6/30/23⁽⁸⁾		1,250		1,334,375
5.375%, 9/30/25⁽⁸⁾		1,710		1,731,375
SM Energy Co.
6.125%, 11/15/22		750		767,813
6.50%, 1/1/23		1,995		2,044,875
6.75%, 9/15/26		1,205		1,247,175


Security	Principal Amount* (000’s omitted)		Value
Sunoco, L.P./Sunoco Finance Corp.
6.375%, 4/1/23		995	$	1,050,969
Tallgrass Energy Partners, L.P./Tallgrass Energy Finance Corp.
5.50%, 1/15/28⁽⁸⁾		3,880		3,932,186
Tervita Escrow Corp.
7.625%, 12/1/21⁽⁸⁾		1,655		1,667,412
Trinidad Drilling, Ltd.
6.625%, 2/15/25⁽⁸⁾		1,420		1,356,100
Weatherford International, Ltd.
8.25%, 6/15/23		360		364,500
9.875%, 2/15/24		835		891,362
Whiting Petroleum Corp.
5.00%, 3/15/19		390		400,433
6.625%, 1/15/26⁽⁸⁾		2,225		2,272,281
WildHorse Resource Development Corp.
6.875%, 2/1/25		3,510		3,597,750
Williams Cos., Inc. (The)
3.70%, 1/15/23		1,605		1,605,000
4.55%, 6/24/24		1,240		1,292,700
5.75%, 6/24/44		1,295		1,388,887
Woodside Finance, Ltd.
3.70%, 9/15/26⁽⁸⁾		1,000		1,005,834

			$	116,330,676

Packaging & Containers — 0.1%
ARD Finance S.A.
7.125%, (7.125% cash or 7.875% PIK), 9/15/23⁽¹³⁾		1,075	$	1,126,063

			$	1,126,063

Pharmaceuticals — 0.1%
AbbVie, Inc.
4.45%, 5/14/46		380	$	414,380
Vizient, Inc.
10.375%, 3/1/24⁽⁸⁾		1,005		1,133,138

			$	1,547,518

Pipelines — 0.3%
Antero Midstream Partners, L.P./Antero Midstream Finance Corp.
5.375%, 9/15/24		695	$	719,325
Georgian Oil and Gas Corp. JSC
6.75%, 4/26/21⁽⁹⁾		615		661,350
NGPL PipeCo, LLC
4.375%, 8/15/22⁽⁸⁾		340		347,012
4.875%, 8/15/27⁽⁸⁾		340		354,025
Plains All America Pipeline, L.P./PAA Finance Corp.
4.65%, 10/15/25		1,030		1,062,840
Plains All American Pipeline, L.P.
Series B, 6.125% to 11/15/22^(10)(11)		1,850		1,851,850

			$	4,996,402

Publishing — 0.3%
Laureate Education, Inc.
8.25%, 5/1/25⁽⁸⁾		2,705	$	2,874,062


Security	Principal Amount* (000’s omitted)		Value
MHGE Parent, LLC/MHGE Parent Finance, Inc.
8.50%, (8.50% cash or 9.25% PIK), 8/1/19^(8)(13)		317	$	316,905
Tribune Media Co.
5.875%, 7/15/22		1,390		1,435,175

			$	4,626,142

Radio and Television — 0.7%
CBS Radio, Inc.
7.25%, 11/1/24⁽⁸⁾		1,440	$	1,525,500
Clear Channel Worldwide Holdings, Inc.
Series A, 7.625%, 3/15/20		470		462,363
Series A, 6.50%, 11/15/22		1,100		1,116,500
Series B, 6.50%, 11/15/22		2,130		2,175,262
iHeartCommunications, Inc.
9.00%, 12/15/19		226		168,935
Nielsen Co. Luxembourg S.a.r.l. (The)
5.50%, 10/1/21⁽⁸⁾		1,250		1,287,500
Salem Media Group, Inc.
6.75%, 6/1/24⁽⁸⁾		150		150,000
Sirius XM Radio, Inc.
6.00%, 7/15/24⁽⁸⁾		2,830		2,999,800
5.00%, 8/1/27⁽⁸⁾		1,410		1,420,575
Univision Communications, Inc.
5.125%, 5/15/23⁽⁸⁾		1,260		1,260,000

			$	12,566,435

Real Estate Investment Trusts (REITs) — 0.4%
CBL & Associates, L.P.
4.60%, 10/15/24		1,468	$	1,310,124
DDR Corp.
3.625%, 2/1/25		907		893,338
EPR Properties
4.50%, 6/1/27		1,100		1,108,018
Mattamy Group Corp.
6.875%, 12/15/23⁽⁸⁾		2,145		2,279,062
6.50%, 10/1/25⁽⁸⁾		1,300		1,381,250

			$	6,971,792

Retailers (Except Food and Drug) — 1.7%
Dollar Tree, Inc.
5.25%, 3/1/20		1,905	$	1,939,147
5.75%, 3/1/23		4,400		4,617,250
Hot Topic, Inc.
9.25%, 6/15/21⁽⁸⁾		1,510		1,442,050
L Brands, Inc.
8.50%, 6/15/19		3,325		3,628,406
5.625%, 2/15/22		790		846,288
6.875%, 11/1/35		2,310		2,344,650
Macy’s Retail Holdings, Inc.
6.70%, 7/15/34		785		823,234
4.30%, 2/15/43		1,252		1,009,358
Michaels Stores, Inc.
5.875%, 12/15/20⁽⁸⁾		1,775		1,801,625


Security	Principal Amount* (000’s omitted)		Value
Murphy Oil USA, Inc.
6.00%, 8/15/23		4,165	$	4,362,838
5.625%, 5/1/27		560		590,212
Nordstrom, Inc.
5.00%, 1/15/44		1,035		1,000,579
Party City Holdings, Inc.
6.125%, 8/15/23⁽⁸⁾		2,910		3,019,125
Signet UK Finance PLC
4.70%, 6/15/24		644		634,838
Tapestry, Inc.
4.125%, 7/15/27		1,000		1,009,252
Vista Outdoor, Inc.
5.875%, 10/1/23		990		955,350

			$	30,024,202

Road & Rail — 0.1%
Watco Cos., LLC/Watco Finance Corp.
6.375%, 4/1/23⁽⁸⁾		1,990	$	2,069,600

			$	2,069,600

Software and Services — 0.6%
Camelot Finance S.A.
7.875%, 10/15/24⁽⁸⁾		1,115	$	1,193,050
Gartner, Inc.
5.125%, 4/1/25⁽⁸⁾		1,340		1,403,650
IHS Markit, Ltd.
5.00%, 11/1/22⁽⁸⁾		2,240		2,439,808
Infor Software Parent, LLC/Infor Software Parent, Inc.
7.125%, (7.125% cash or 7.875% PIK), 5/1/21^(8)(13)		2,090		2,147,475
j2 Cloud Services, LLC/j2 Global Co-Obligor, Inc.
6.00%, 7/15/25⁽⁸⁾		1,945		2,056,837
Microsoft Corp.
3.30%, 2/6/27		1,890		1,951,227

			$	11,192,047

Steel — 0.3%
Allegheny Ludlum, LLC
6.95%, 12/15/25		225	$	231,750
Allegheny Technologies, Inc.
5.95%, 1/15/21		455		466,375
7.875%, 8/15/23		3,195		3,456,575
Big River Steel, LLC/BRS Finance Corp.
7.25%, 9/1/25⁽⁸⁾		1,080		1,144,800
Zekelman Industries, Inc.
9.875%, 6/15/23⁽⁸⁾		140		157,850

			$	5,457,350

Super Retail — 0.0%⁽¹⁴⁾
Dufry Finance SCA
4.50%, 8/1/23⁽⁹⁾	EUR	500	$	630,691

			$	630,691


Security	Principal Amount* (000’s omitted)		Value
Surface Transport — 1.0%
Anglian Water Osprey Financing PLC
4.00%, 3/8/26⁽⁹⁾	GBP	225	$	302,731
CEVA Group PLC
7.00%, 3/1/21⁽⁸⁾		335		326,625
CMA CGM S.A.
5.25%, 1/15/25⁽⁹⁾	EUR	185		221,454
DAE Funding, LLC
4.50%, 8/1/22⁽⁸⁾		1,050		1,034,250
5.00%, 8/1/24⁽⁸⁾		1,745		1,727,550
Debt and Asset Trading Corp.
1.00%, 10/10/25⁽⁹⁾		2,350		1,671,731
Dubai DOF Sukuk, Ltd.
3.875%, 1/30/23⁽⁹⁾		2,000		2,051,882
Hertz Corp. (The)
6.25%, 10/15/22		435		421,950
5.50%, 10/15/24⁽⁸⁾		635		576,263
Moto Finance PLC
4.50%, 10/1/22⁽⁹⁾	GBP	250		342,179
Park Aerospace Holdings, Ltd.
5.25%, 8/15/22⁽⁸⁾		3,975		3,965,062
5.50%, 2/15/24⁽⁸⁾		1,333		1,326,335
XPO Logistics, Inc.
6.50%, 6/15/22⁽⁸⁾		3,035		3,179,163
6.125%, 9/1/23⁽⁸⁾		705		748,181

			$	17,895,356

Technology — 0.6%
Abengoa Finance S.A.U.
7.75%, 2/1/20⁽⁷⁾⁽⁸⁾		1,125	$	16,875
Dell International, LLC/EMC Corp.
5.875%, 6/15/21⁽⁸⁾		100		104,000
7.125%, 6/15/24⁽⁸⁾		2,735		2,995,487
6.02%, 6/15/26⁽⁸⁾		2,200		2,429,143
Exela Intermediate, LLC/Exela Finance, Inc.
10.00%, 7/15/23⁽⁸⁾		1,380		1,348,950
International Game Technology PLC
6.50%, 2/15/25⁽⁸⁾		720		808,200
Israel Electric Corp., Ltd.
5.00%, 11/12/24⁽⁸⁾⁽⁹⁾		1,800		1,918,746
Safari Holding Verwaltungs GmbH
5.375%, 11/30/22⁽⁹⁾	EUR	250		302,962
Western Union Co. (The)
6.20%, 11/17/36		637		704,468

			$	10,628,831

Telecommunications — 4.5%
Altice Financing S.A.
6.625%, 2/15/23⁽⁸⁾		865	$	907,904
Altice Luxembourg S.A.
7.25%, 5/15/22⁽⁹⁾	EUR	304		371,134


Security	Principal Amount* (000’s omitted)		Value
7.75%, 5/15/22⁽⁸⁾		2,860	$	2,806,375
7.625%, 2/15/25⁽⁸⁾		1,290		1,240,013
AT&T, Inc.
4.75%, 5/15/46		1,400		1,373,358
CenturyLink, Inc.
5.80%, 3/15/22		210		206,462
6.75%, 12/1/23		1,695		1,667,456
7.50%, 4/1/24		420		420,000
Cincinnati Bell, Inc.
7.00%, 7/15/24⁽⁸⁾		485		482,575
CommScope Technologies, LLC
6.00%, 6/15/25⁽⁸⁾		2,005		2,140,337
5.00%, 3/15/27⁽⁸⁾		2,975		2,982,437
Digicel, Ltd.
6.00%, 4/15/21⁽⁸⁾		2,305		2,277,317
Equinix, Inc.
5.875%, 1/15/26		2,725		2,932,781
2.875%, 2/1/26	EUR	440		528,844
5.375%, 5/15/27		1,010		1,083,225
Frontier Communications Corp.
6.25%, 9/15/21		865		616,313
10.50%, 9/15/22		815		618,381
7.625%, 4/15/24		285		190,238
6.875%, 1/15/25		1,845		1,203,863
Hughes Satellite Systems Corp.
6.50%, 6/15/19		2,912		3,053,960
5.25%, 8/1/26		1,245		1,274,569
6.625%, 8/1/26		1,635		1,716,750
Intelsat Jackson Holdings S.A.
7.25%, 10/15/20		2,735		2,584,575
7.50%, 4/1/21		220		201,300
5.50%, 8/1/23		1,525		1,250,500
8.00%, 2/15/24⁽⁸⁾		490		516,950
9.75%, 7/15/25⁽⁸⁾		1,400		1,351,000
Level 3 Financing, Inc.
5.375%, 1/15/24		1,000		1,001,250
Matterhorn Telecom SA
3.875%, 5/1/22⁽⁹⁾	EUR	250		305,879
Qualitytech, L.P./QTS Finance Corp.
4.75%, 11/15/25⁽⁸⁾		1,000		1,015,000
SBA Communications Corp.
4.00%, 10/1/22⁽⁸⁾		1,020		1,026,375
4.875%, 9/1/24		460		473,800
SoftBank Group Corp.
5.375%, 7/30/22⁽⁹⁾		400		416,300
Sprint Capital Corp.
6.875%, 11/15/28		1,105		1,114,669
Sprint Communications, Inc.
9.00%, 11/15/18⁽⁸⁾		5,014		5,284,004
7.00%, 8/15/20		4,810		5,110,625
6.00%, 11/15/22		250		250,625


Security	Principal Amount* (000’s omitted)		Value
Sprint Corp.
7.25%, 9/15/21		2,060	$	2,186,175
7.875%, 9/15/23		10,250		10,941,875
7.625%, 2/15/25		1,785		1,874,250
T-Mobile USA, Inc.
6.625%, 4/1/23		1,670		1,745,150
6.375%, 3/1/25		1,395		1,496,138
6.50%, 1/15/26		595		650,781
Verizon Communications, Inc.
5.25%, 3/16/37		1,000		1,102,335
Wind Tre SpA
2.625%, 1/20/23⁽⁹⁾	EUR	400		471,046
2.75%, (3 mo. EURIBOR + 2.75%), 1/20/24⁽⁸⁾⁽¹²⁾	EUR	650		767,595
Zayo Group, LLC/Zayo Capital, Inc.
6.375%, 5/15/25		1,700		1,804,125
5.75%, 1/15/27⁽⁸⁾		3,140		3,210,650

			$	78,247,264

Transportation — 0.1%
A.P. Moller - Maersk A/S
3.75%, 9/22/24⁽⁸⁾		1,025	$	1,029,322
JSL Europe S.A.
7.75%, 7/26/24⁽⁸⁾		1,000		1,061,250

			$	2,090,572

Utilities — 1.4%
AES Corp. (The)
5.50%, 3/15/24		1,015	$	1,060,675
5.50%, 4/15/25		335		353,425
6.00%, 5/15/26		1,670		1,811,950
5.125%, 9/1/27		165		173,663
Calpine Corp.
5.75%, 1/15/25		990		944,213
5.25%, 6/1/26⁽⁸⁾		1,110		1,091,974
Dynegy, Inc.
7.375%, 11/1/22		1,130		1,194,975
7.625%, 11/1/24		1,733		1,867,307
8.00%, 1/15/25⁽⁸⁾		770		837,375
8.125%, 1/30/26⁽⁸⁾		1,665		1,825,256
ITC Holdings Corp.
5.30%, 7/1/43		660		798,563
Kansas City Power & Light Co.
4.20%, 6/15/47		750		796,708
NextEra Energy Operating Partners, L.P.
4.25%, 9/15/24⁽⁸⁾		660		673,200
4.50%, 9/15/27⁽⁸⁾		990		987,525
NRG Energy, Inc.
7.25%, 5/15/26		3,000		3,281,220
5.75%, 1/15/28⁽⁸⁾		1,455		1,473,188
Pattern Energy Group, Inc.
5.875%, 2/1/24⁽⁸⁾		970		1,023,350


Security	Principal Amount* (000’s omitted)		Value
Southern Co. (The)
3.25%, 7/1/26		1,000	$	982,261
Southwestern Electric Power Co.
6.20%, 3/15/40		696		931,741
TerraForm Power Operating, LLC
4.25%, 1/31/23⁽⁸⁾		655		650,906
6.625%, 6/15/25⁽⁸⁾		580		634,375
5.00%, 1/31/28⁽⁸⁾		985		976,381
Thames Water Kemble Finance PLC
5.875%, 7/15/22⁽⁹⁾	GBP	450		678,046

			$	25,048,277


Total Corporate Bonds & Notes (identified cost $886,719,784)			$	907,526,046


Foreign Government Securities — 4.4%

Security	Principal Amount* (000’s omitted)		Value
Albania — 0.2%
Republic of Albania
5.75%, 11/12/20⁽⁹⁾	EUR	2,820	$	3,805,473

Total Albania			$	3,805,473

Armenia — 0.1%
Republic of Armenia
6.00%, 9/30/20⁽⁹⁾		200	$	212,918
7.15%, 3/26/25⁽⁹⁾		1,675		1,914,944

Total Armenia			$	2,127,862

Barbados — 0.1%
Barbados Government International Bond
6.625%, 12/5/35⁽⁹⁾		2,300	$	1,794,000
7.00%, 8/4/22⁽⁹⁾		112		95,437
7.25%, 12/15/21⁽⁹⁾		878		798,980

Total Barbados			$	2,688,417

Belarus — 0.1%
Republic of Belarus
6.875%, 2/28/23⁽⁹⁾		500	$	539,745
7.625%, 6/29/27⁽⁹⁾		500		559,375

Total Belarus			$	1,099,120

Colombia — 0.1%
Republic of Colombia
2.625%, 3/15/23		1,950	$	1,909,781

Total Colombia			$	1,909,781

Croatia — 0.1%
Croatia
3.875%, 5/30/22⁽⁹⁾	EUR	1,601	$	2,152,194

Total Croatia			$	2,152,194


Security	Principal Amount* (000’s omitted)		Value
Cyprus — 0.1%
Republic of Cyprus
3.75%, 7/26/23⁽⁹⁾	EUR	57	$	78,023
4.25%, 11/4/25⁽⁹⁾	EUR	1,743		2,505,708

Total Cyprus			$	2,583,731

Dominican Republic — 0.1%
Dominican Republic International Bond
8.625%, 4/20/27⁽⁹⁾		2,471	$	3,045,508

Total Dominican Republic			$	3,045,508

Ecuador — 0.2%
Republic of Ecuador
10.50%, 3/24/20⁽⁹⁾		2,914	$	3,234,540
10.75%, 3/28/22⁽⁹⁾		325		380,656

Total Ecuador			$	3,615,196

Egypt — 0.1%
Egypt Government International Bond
6.125%, 1/31/22⁽⁹⁾		1,000	$	1,048,175

Total Egypt			$	1,048,175

El Salvador — 0.2%
Republic of El Salvador
7.375%, 12/1/19⁽⁹⁾		1,210	$	1,284,113
7.75%, 1/24/23⁽⁹⁾		1,800		1,987,866
8.25%, 4/10/32⁽⁹⁾		515		594,104
8.625%, 2/28/29⁽⁹⁾		200		234,500

Total El Salvador			$	4,100,583

Fiji — 0.1%
Republic of Fiji
6.625%, 10/2/20⁽⁹⁾		2,443	$	2,441,090

Total Fiji			$	2,441,090

Georgia — 0.1%
Republic of Georgia
6.875%, 4/12/21⁽⁹⁾		939	$	1,058,816

Total Georgia			$	1,058,816

Honduras — 0.2%
Honduras Government International Bond
6.25%, 1/19/27⁽⁹⁾		150	$	160,815
7.50%, 3/15/24⁽⁹⁾		400		449,000
8.75%, 12/16/20⁽⁹⁾		2,823		3,173,617

Total Honduras			$	3,783,432

Hungary — 0.1%
Hungary Government Bond
5.75%, 11/22/23		820	$	939,370

Total Hungary			$	939,370

Indonesia — 0.1%
Republic of Indonesia
2.15%, 7/18/24⁽⁹⁾	EUR	280	$	352,857


Security	Principal Amount* (000’s omitted)		Value
2.625%, 6/14/23⁽⁹⁾	EUR	850	$	1,103,499

Total Indonesia			$	1,456,356

Macedonia — 0.3%
Republic of Macedonia
3.975%, 7/24/21⁽⁹⁾	EUR	2,914	$	3,776,489
4.875%, 12/1/20⁽⁹⁾	EUR	788		1,039,912

Total Macedonia			$	4,816,401

Mexico — 0.3%
United Mexican States
3.625%, 3/15/22		1,632	$	1,699,728
4.125%, 1/21/26		1,150		1,200,313
4.15%, 3/28/27		1,850		1,920,762

Total Mexico			$	4,820,803

Peru — 0.1%
Republic of Peru
7.35%, 7/21/25		1,450	$	1,882,100

Total Peru			$	1,882,100

Poland — 0.1%
Republic of Poland
4.00%, 1/22/24		890	$	950,689

Total Poland			$	950,689

Romania — 0.1%
Romania Government Bond
6.75%, 2/7/22⁽⁹⁾		830	$	951,969

Total Romania			$	951,969

Rwanda — 0.2%
Republic of Rwanda
6.625%, 5/2/23⁽⁹⁾		3,713	$	3,896,961

Total Rwanda			$	3,896,961

Saudi Arabia — 0.1%
Saudi Government International Bond
3.25%, 10/26/26⁽⁹⁾		2,000	$	1,964,914

Total Saudi Arabia			$	1,964,914

Serbia — 0.2%
Republic of Serbia
4.875%, 2/25/20⁽⁹⁾		2,215	$	2,301,491
5.875%, 12/3/18⁽⁹⁾		980		1,008,624

Total Serbia			$	3,310,115

Seychelles — 0.1%
Republic of Seychelles
7.00% to 1/1/18, 1/1/26^(9)(16)		1,905	$	1,992,715

Total Seychelles			$	1,992,715

Sri Lanka — 0.3%
Republic of Sri Lanka
6.125%, 6/3/25⁽⁹⁾		4,230	$	4,484,426


Security	Principal Amount* (000’s omitted)		Value
6.85%, 11/3/25⁽⁹⁾		400	$	442,297

Total Sri Lanka			$	4,926,723

Suriname — 0.2%
Republic of Suriname
9.25%, 10/26/26⁽⁹⁾		2,891	$	3,122,280

Total Suriname			$	3,122,280

Turkey — 0.3%
Republic of Turkey
5.625%, 3/30/21		1,680	$	1,771,121
6.25%, 9/26/22		1,230		1,337,565
7.00%, 6/5/20		2,390		2,582,180

Total Turkey			$	5,690,866

Ukraine — 0.1%
Ukraine Government International Bond
7.75%, 9/1/20⁽⁹⁾		900	$	957,375

Total Ukraine			$	957,375


Total Foreign Government Securities (identified cost $73,699,083)			$	77,139,015


Sovereign Loans — 0.3%

Borrower	Principal Amount (000’s omitted)		Value
Barbados — 0.1%
Government of Barbados
Term Loan, 11.78%, (3 mo. USD LIBOR + 10.00%), Maturing December 20, 2019^(12)(17)	$	1,200	$	1,206,875

Total Barbados			$	1,206,875

Kenya — 0.0%⁽¹⁴⁾
Government of Kenya
Term Loan, 6.53%, (6 mo. USD LIBOR + 5.00%), Maturing April 18, 2019⁽¹²⁾	$	200	$	200,000

Total Kenya			$	200,000

Tanzania — 0.2%
Government of the United Republic of Tanzania
Term Loan, 7.03%, (6 mo. USD LIBOR + 5.20%), Maturing June 23, 2022⁽¹²⁾	$	3,575	$	3,685,439

Total Tanzania			$	3,685,439


Total Sovereign Loans (identified cost $4,961,728)			$	5,092,314


Mortgage Pass-Throughs — 9.0%

Security	Principal Amount (000’s omitted)		Value
Federal Home Loan Mortgage Corp.:
5.00%, with various maturities to 2019⁽¹⁸⁾	$	760	$	768,050
5.50%, with various maturities to 2032		743		813,507


Security	Principal Amount (000’s omitted)		Value
6.00%, with various maturities to 2031	$	243	$	262,273
6.50%, with various maturities to 2036		6,188		6,980,030
7.00%, with various maturities to 2036⁽¹⁸⁾		6,173		7,035,983
7.13%, with maturity at 2023		92		97,509
7.50%, with various maturities to 2035		4,317		4,876,696
7.65%, with maturity at 2022		74		78,152
8.00%, with various maturities to 2034		2,172		2,417,672
8.25%, with maturity at 2020		19		19,392
8.30%, with maturity at 2020		131		134,028
8.50%, with various maturities to 2031		1,421		1,617,590
9.00%, with various maturities to 2031		217		237,849
9.50%, with various maturities to 2025		151		157,978
10.00%, with maturity at 2020		8		8,314
10.50%, with maturity at 2020		13		13,649

			$	25,518,672

Federal National Mortgage Association:
2.698%, (COF + 1.252%), with maturity at 2036⁽¹⁹⁾	$	1,100	$	1,091,668
3.026%, (6 mo. USD LIBOR + 1.54%), with maturity at 2037⁽¹⁹⁾		1,991		2,052,275
3.213%, (1 yr. CMT + 2.25%), with maturity at 2022⁽¹⁹⁾		133		134,599
3.292%, (1 yr. CMT + 2.254%), with maturity at 2036⁽¹⁹⁾		11,543		12,154,988
4.50%, with maturity at 2042⁽¹⁸⁾		9,743		10,439,025
5.00%, with various maturities to 2047⁽¹⁸⁾		20,551		22,129,267
5.50%, with various maturities to 2033		1,131		1,255,144
6.00%, with various maturities to 2033		3,216		3,501,855
6.323%, (COF + 2.00%), with maturity at 2032⁽¹⁹⁾		3,332		3,626,791
6.50%, with various maturities to 2036⁽¹⁸⁾		25,355		28,536,248
6.75%, with maturity at 2023		62		66,175
7.00%, with various maturities to 2037		11,779		13,441,720
7.50%, with various maturities to 2035		5,061		5,826,309
7.91%, with maturity at 2027⁽²⁰⁾		335		377,729
8.00%, with various maturities to 2034		1,547		1,758,231
8.06%, with maturity at 2029⁽²⁰⁾		117		131,555
8.273%, with maturity at 2028⁽²⁰⁾		93		106,341
8.276%, with maturity at 2024⁽²⁰⁾		18		20,050
8.449%, with maturity at 2027⁽²⁰⁾		116		132,608
8.50%, with various maturities to 2037		1,393		1,583,110
9.00%, with various maturities to 2032		2,129		2,377,078
9.353%, with maturity at 2025⁽²⁰⁾		17		18,505
9.50%, with various maturities to 2030		757		834,487
10.00%, with various maturities to 2020		14		14,675
10.333%, with maturity at 2019⁽²⁰⁾		3		2,617
10.50%, with maturity at 2021		54		58,879

			$	111,671,929

Government National Mortgage Association:
6.00%, with maturity at 2024	$	565	$	609,588
6.50%, with maturity at 2024⁽¹⁸⁾		3,307		3,601,332
7.00%, with various maturities to 2033		2,199		2,588,370
7.50%, with various maturities to 2032⁽¹⁸⁾		6,210		6,940,872
8.00%, with various maturities to 2034⁽¹⁸⁾		3,812		4,418,587


Security	Principal Amount (000’s omitted)		Value
8.30%, with maturity at 2020	$	43		44,031
8.50%, with maturity at 2022		161		175,276
9.00%, with various maturities to 2025		717		802,694
9.50%, with various maturities to 2021		323		343,391
10.00%, with maturity at 2019		15		15,707

			$	19,539,848


Total Mortgage Pass-Throughs (identified cost $153,015,764)			$	156,730,449


Collateralized Mortgage Obligations — 23.4%

Security	Principal Amount (000’s omitted)		Value
Federal Home Loan Mortgage Corp.:
Series 24, Class J, 6.25%, 11/25/23	$	321	$	345,023
Series 242, (Principal Only), Class PO, 0.00%, 11/15/36⁽²¹⁾		6,034		5,460,560
Series 259, (Principal Only), Class PO, 0.00%, 4/15/39⁽²¹⁾		3,600		3,321,673
Series 267, (Interest Only), Class S5, 4.523%, (6.00% - 1 mo. USD LIBOR), 8/15/42^(22)(23)		8,673		1,504,049
Series 284, (Interest Only), Class S6, 4.623%, (6.10% - 1 mo. USD LIBOR), 10/15/42^(22)(23)		4,799		863,130
Series 1497, Class K, 7.00%, 4/15/23		287		311,299
Series 1529, Class Z, 7.00%, 6/15/23		422		460,594
Series 1620, Class Z, 6.00%, 11/15/23		343		367,951
Series 1677, Class Z, 7.50%, 7/15/23		240		263,530
Series 1702, Class PZ, 6.50%, 3/15/24		3,002		3,261,283
Series 2113, Class QG, 6.00%, 1/15/29		667		737,042
Series 2122, Class K, 6.00%, 2/15/29		126		139,012
Series 2130, Class K, 6.00%, 3/15/29		85		94,182
Series 2167, Class BZ, 7.00%, 6/15/29		91		102,316
Series 2182, Class ZB, 8.00%, 9/15/29		970		1,122,132
Series 2198, Class ZA, 8.50%, 11/15/29		1,151		1,327,905
Series 2245, Class A, 8.00%, 8/15/27		2,702		3,116,732
Series 2458, Class ZB, 7.00%, 6/15/32		992		1,148,833
Series 3606, (Principal Only), Class PO, 0.00%, 12/15/39⁽²¹⁾		3,936		3,444,005
Series 3727, (Interest Only), Class PS, 5.223%, (6.70% - 1 mo. USD LIBOR), 11/15/38^(22)(23)		1,344		22,481
Series 3762, Class SH, 7.279%, (10.00% - 1 mo. USD LIBOR x 2.00), 11/15/40⁽²²⁾		770		870,966
Series 3973, (Interest Only), Class SG, 5.173%, (6.65% - 1 mo. USD LIBOR), 4/15/30^(22)(23)		3,610		278,898
Series 4067, (Interest Only), Class JI, 3.50%, 6/15/27⁽²³⁾		5,083		557,161
Series 4070, (Interest Only), Class S, 4.623%, (6.10% - 1 mo. USD LIBOR), 6/15/32^(22)(23)		9,653		1,466,173
Series 4088, (Interest Only), Class EI, 3.50%, 9/15/41⁽²³⁾		11,982		1,611,371
Series 4094, (Interest Only), Class CS, 4.523%, (6.00% - 1 mo. USD LIBOR), 8/15/42^(22)(23)		4,770		886,076
Series 4095, (Interest Only), Class HS, 4.623%, (6.10% - 1 mo. USD LIBOR), 7/15/32^(22)(23)		3,407		445,732
Series 4097, Class PE, 3.00%, 11/15/40		1,806		1,819,349


Security	Principal Amount (000’s omitted)		Value
Series 4109, (Interest Only), Class ES, 4.673%, (6.15% - 1 mo. USD LIBOR), 12/15/41^(22)(23)	$	91	$	16,379
Series 4109, (Interest Only), Class KS, 4.623%, (6.10% - 1 mo. USD LIBOR), 5/15/32^(22)(23)		1,499		61,521
Series 4110, (Interest Only), Class SA, 4.173%, (5.65% - 1 mo. USD LIBOR), 9/15/42^(22)(23)		6,064		884,947
Series 4149, (Interest Only), Class S, 4.773%, (6.25% - 1 mo. USD LIBOR), 1/15/33^(22)(23)		4,780		770,538
Series 4186, (Interest Only), Class IQ, 4.00%, 12/15/28⁽²³⁾		1,428		18,629
Series 4188, (Interest Only), Class AI, 3.50%, 4/15/28⁽²³⁾		3,556		349,124
Series 4203, (Interest Only), Class QS, 4.773%, (6.25% - 1 mo. USD LIBOR), 5/15/43^(22)(23)		9,098		1,303,286
Series 4233, (Interest Only), Class GI, 3.50%, 3/15/25⁽²³⁾		1,636		33,749
Series 4273, Class PU, 4.00%, 11/15/43		2,263		2,339,867
Series 4273, Class SP, 8.372%, (12.00% - 1 mo. USD LIBOR x 2.67), 11/15/43⁽²²⁾		503		627,702
Series 4337, Class YT, 3.50%, 4/15/49		6,681		6,732,665
Series 4407, Class LN, 6.15%, (9.32% - 1 mo. USD LIBOR x 2.33), 12/15/43⁽²²⁾		171		168,451
Series 4408, (Interest Only), Class IP, 3.50%, 4/15/44⁽²³⁾		7,861		1,239,755
Series 4416, Class SU, 5.879%, (8.60% - 1 mo. USD LIBOR x 2.00), 12/15/44⁽²²⁾		5,559		5,265,564
Series 4417, (Principal Only), Class KO, 0.00%, 12/15/43⁽²¹⁾		569		401,076
Series 4435, (Interest Only), Class BI, 3.50%, 7/15/44⁽²³⁾		18,016		2,830,880
Series 4452, Class ZJ, 3.00%, 11/15/44		2,932		2,725,136
Series 4478, (Principal Only), Class PO, 0.00%, 5/15/45⁽²¹⁾		3,040		2,648,212
Series 4584, Class PM, 3.00%, 5/15/46		6,980		7,081,694
Series 4594, Class FM, 2.361%, (1 mo. USD LIBOR + 1.00%), 6/15/46⁽¹²⁾		769		773,267
Series 4608, Class TV, 3.50%, 1/15/55		9,637		9,672,294
Series 4616, Class EZ, 3.00%, 9/15/46		426		415,820
Series 4617, Class CZ, 3.50%, 5/15/46		3,382		3,341,088
Series 4629, (Interest Only), Class QI, 3.50%, 11/15/46⁽²³⁾		9,275		1,513,932
Series 4630, Class CZ, 3.00%, 12/15/43		11,445		11,295,593
Series 4637, Class CU, 3.00%, 8/15/44		6,944		6,716,081
Series 4637, Class QF, 2.361%, (1 mo. USD LIBOR + 1.00%), 4/15/44⁽¹²⁾		13,367		13,468,227
Series 4637, Class QU, 3.00%, 4/15/44		7,097		6,869,207
Series 4639, Class KF, 2.661%, (1 mo. USD LIBOR + 1.30%), 12/15/44⁽¹²⁾		4,951		5,016,725
Series 4644, (Interest Only), Class TI, 3.50%, 1/15/45⁽²³⁾		10,164		1,498,447
Series 4648, Class WF, 2.361%, (1 mo. USD LIBOR + 1.00%), 1/15/47⁽¹²⁾		1,713		1,726,226
Series 4653, (Interest Only), Class PI, 3.50%, 7/15/44⁽²³⁾		5,418		710,787
Series 4667, (Interest Only), Class PI, 3.50%, 5/15/42⁽²³⁾		12,457		1,814,105
Series 4677, Class SB, 10.557%, (16.00% - 1 mo. USD LIBOR x 4.00), 4/15/47⁽²²⁾		3,840		4,025,501
Series 4678, Class PC, 3.00%, 1/15/46		15,817		15,877,842
Series 4695, Class CA, 3.00%, 10/15/41		5,872		5,736,438
Series 4746, Class CZ, 4.00%, 11/15/47		2,060		2,068,855
Series 4751, Class ZC, 4.00%, 11/15/47		9,402		9,510,225

			$	172,899,293

Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes:
Series 2016-DNA2, Class M3, 6.202%, (1 mo. USD LIBOR + 4.65%), 10/25/28⁽¹²⁾	$	6,250	$	7,143,501
Series 2017-DNA2, Class M2, 5.002%, (1 mo. USD LIBOR + 3.45%), 10/25/29⁽¹²⁾		3,000		3,261,681

			$	10,405,182

Federal National Mortgage Association:
Series G92-44, Class Z, 8.00%, 7/25/22	$	1	$	1,167
Series G92-44, Class ZQ, 8.00%, 7/25/22		2		1,899


Security	Principal Amount (000’s omitted)		Value
Series G92-46, Class Z, 7.00%, 8/25/22	$	136	$	145,902
Series G92-60, Class Z, 7.00%, 10/25/22		189		202,197
Series G93-35, Class ZQ, 6.50%, 11/25/23		4,005		4,317,852
Series G93-40, Class H, 6.40%, 12/25/23		830		893,942
Series 379, (Principal Only), Class 1, 0.00%, 5/25/37⁽²¹⁾		4,000		3,618,695
Series 1988-14, Class I, 9.20%, 6/25/18		1		585
Series 1989-34, Class Y, 9.85%, 7/25/19		29		29,885
Series 1990-17, Class G, 9.00%, 2/25/20		19		20,092
Series 1990-27, Class Z, 9.00%, 3/25/20		17		17,448
Series 1990-29, Class J, 9.00%, 3/25/20		20		21,243
Series 1990-43, Class Z, 9.50%, 4/25/20		83		87,044
Series 1991-98, Class J, 8.00%, 8/25/21		62		66,423
Series 1992-77, Class ZA, 8.00%, 5/25/22		309		334,418
Series 1992-103, Class Z, 7.50%, 6/25/22		24		25,437
Series 1992-113, Class Z, 7.50%, 7/25/22		53		57,023
Series 1992-185, Class ZB, 7.00%, 10/25/22		87		93,632
Series 1993-16, Class Z, 7.50%, 2/25/23		220		239,457
Series 1993-22, Class PM, 7.40%, 2/25/23		198		214,542
Series 1993-25, Class J, 7.50%, 3/25/23		263		287,806
Series 1993-30, Class PZ, 7.50%, 3/25/23		452		494,331
Series 1993-42, Class ZQ, 6.75%, 4/25/23		649		698,210
Series 1993-56, Class PZ, 7.00%, 5/25/23		97		106,054
Series 1993-156, Class ZB, 7.00%, 9/25/23		114		124,750
Series 1994-45, Class Z, 6.50%, 2/25/24		826		889,275
Series 1994-89, Class ZQ, 8.00%, 7/25/24		530		591,015
Series 1996-57, Class Z, 7.00%, 12/25/26		536		599,470
Series 1997-77, Class Z, 7.00%, 11/18/27		270		303,216
Series 1998-44, Class ZA, 6.50%, 7/20/28		277		308,211
Series 1999-45, Class ZG, 6.50%, 9/25/29		81		90,459
Series 2000-22, Class PN, 6.00%, 7/25/30		922		1,021,889
Series 2002-1, Class G, 7.00%, 7/25/23		141		152,946
Series 2002-21, Class PE, 6.50%, 4/25/32		669		754,596
Series 2005-75, Class CS, 17.992%, (24.20% - 1mo. USD LIBOR x 4.00), 9/25/35⁽²²⁾		948		1,697,065
Series 2006-8, (Principal Only), Class WQ, 0.00%, 3/25/36⁽²¹⁾		5,339		4,694,323
Series 2007-74, Class AC, 5.00%, 8/25/37		7,111		7,638,416
Series 2010-99, (Interest Only), Class NS, 5.048%, (6.60% - 1 mo. USD LIBOR), 3/25/39^(22)(23)		2,369		117,148
Series 2010-119, (Interest Only), Class SK, 4.448%, (6.00% - 1 mo. USD LIBOR), 4/25/40^(22)(23)		75		335
Series 2010-124, (Interest Only), Class SJ, 4.498%, (6.05% - 1 mo. USD LIBOR), 11/25/38^(22)(23)		3,038		220,093
Series 2011-45, (Interest Only), Class SA, 5.098%, (6.65% - 1 mo. USD LIBOR), 1/25/29^(22)(23)		1,220		27,947
Series 2011-49, Class NT, 6.00%, (66.00% - 1 mo. USD LIBOR x 10.00), 6/25/41⁽²²⁾		828		903,078
Series 2011-101, (Interest Only), Class IC, 3.50%, 10/25/26⁽²³⁾		12,376		1,188,197
Series 2011-101, (Interest Only), Class IE, 3.50%, 10/25/26⁽²³⁾		4,059		389,755
Series 2011-109, Class PE, 3.00%, 8/25/41		4,491		4,485,373
Series 2012-24, (Interest Only), Class S, 3.948%, (5.50% - 1 mo. USD LIBOR), 5/25/30^(22)(23)		2,843		199,571


Security	Principal Amount (000’s omitted)		Value
Series 2012-33, (Interest Only), Class CI, 3.50%, 3/25/27⁽²³⁾	$	6,886	$	683,029
Series 2012-56, (Interest Only), Class SU, 5.198%, (6.75% - 1 mo. USD LIBOR), 8/25/26^(22)(23)		1,821		90,031
Series 2012-94, (Interest Only), Class KS, 5.098%, (6.65% - 1 mo. USD LIBOR), 5/25/38^(22)(23)		7,520		973,790
Series 2012-97, (Interest Only), Class PS, 4.598%, (6.15% - 1 mo. USD LIBOR), 3/25/41^(22)(23)		8,997		1,220,398
Series 2012-103, (Interest Only), Class GS, 4.548%, (6.10% - 1 mo. USD LIBOR), 2/25/40^(22)(23)		7,409		628,217
Series 2012-118, (Interest Only), Class IN, 3.50%, 11/25/42⁽²³⁾		11,243		2,091,096
Series 2012-124, (Interest Only), Class IO, 1.494%, 11/25/42⁽²³⁾		7,869		324,930
Series 2012-134, Class ZT, 2.00%, 12/25/42		3,988		3,450,187
Series 2012-150, (Interest Only), Class SK, 4.598%, (6.15% - 1 mo. USD LIBOR), 1/25/43^(22)(23)		6,438		983,892
Series 2013-6, Class TA, 1.50%, 1/25/43		6,567		6,372,496
Series 2013-12, (Interest Only), Class SP, 4.098%, (5.65% - 1 mo. USD LIBOR), 11/25/41^(22)(23)		3,327		387,763
Series 2013-15, (Interest Only), Class DS, 4.648%, (6.20% - 1 mo. USD LIBOR), 3/25/33^(22)(23)		13,216		2,277,719
Series 2013-16, (Interest Only), Class SY, 4.598%, (6.15% - 1 mo. USD LIBOR), 3/25/43^(22)(23)		2,980		477,657
Series 2013-52, Class MD, 1.25%, 6/25/43		6,582		6,155,833
Series 2013-54, (Interest Only), Class HS, 4.748%, (6.30% - 1 mo. USD LIBOR), 10/25/41^(22)(23)		4,324		437,598
Series 2013-64, (Interest Only), Class PS, 4.698%, (6.25% - 1 mo. USD LIBOR), 4/25/43^(22)(23)		5,191		730,465
Series 2013-67, Class NF, 2.552%, (1 mo. USD LIBOR + 1.00%), 7/25/43⁽¹²⁾		2,784		2,785,890
Series 2013-75, (Interest Only), Class SC, 4.698%, (6.25% - 1 mo. USD LIBOR), 7/25/42^(22)(23)		12,328		1,273,479
Series 2014-32, (Interest Only), Class EI, 4.00%, 6/25/44⁽²³⁾		1,840		312,305
Series 2014-35, Class CF, 1.902%, (1 mo. USD LIBOR + 0.35%), 6/25/44⁽¹²⁾		5,733		5,741,059
Series 2014-55, (Interest Only), Class IN, 3.50%, 7/25/44⁽²³⁾		4,989		727,927
Series 2014-64, Class PA, 3.00%, 3/25/44		5,776		5,799,154
Series 2014-89, (Interest Only), Class IO, 3.50%, 1/25/45⁽²³⁾		6,338		1,088,652
Series 2015-17, (Interest Only), Class SA, 4.648%, (6.20% - 1 mo. USD LIBOR), 11/25/43^(22)(23)		7,074		1,004,664
Series 2015-52, (Interest Only), Class MI, 3.50%, 7/25/45⁽²³⁾		5,704		879,136
Series 2015-89, Class ZB, 3.00%, 5/25/54		1,717		1,716,473
Series 2015-95, (Interest Only), Class SB, 4.448%, (6.00% - 1 mo. USD LIBOR), 1/25/46^(22)(23)		17,255		3,089,275
Series 2016-1, (Interest Only), Class SJ, 4.598%, (6.15% - 1 mo. USD LIBOR), 2/25/46^(22)(23)		25,678		4,838,620
Series 2016-22, Class ZE, 3.00%, 6/25/44		827		780,430
Series 2017-13, Class KF, 2.361%, (1 mo. USD LIBOR + 1.00%), 2/25/47⁽¹²⁾		1,892		1,903,943
Series 2017-15, Class LE, 3.00%, 6/25/46		19,157		19,229,032
Series 2017-39, Class JZ, 3.00%, 5/25/47		1,532		1,495,988
Series 2017-46, (Interest Only), Class NI, 3.00%, 8/25/42⁽²³⁾		13,730		1,798,781
Series 2017-48, Class LG, 2.75%, 5/25/47		9,546		9,479,645
Series 2017-66, Class ZJ, 3.00%, 9/25/57		4,272		4,080,921
Series 2017-75, Class Z, 3.00%, 9/25/57		2,881		2,753,606
Series 2017-76, Class Z, 3.00%, 10/25/57		4,252		4,133,912


Security	Principal Amount (000’s omitted)		Value
Series 2017-96, Class Z, 3.00%, 12/25/57	$	11,126	$	10,833,797
Series 2017-110, Class Z, 3.00%, 2/25/57		9,433		9,212,097

			$	160,616,299

Federal National Mortgage Association Connecticut Avenue Securities:
Series 2017-C01, Class 1B1, 7.302%, (1 mo. USD LIBOR + 5.75%), 7/25/29⁽¹²⁾	$	4,500	$	5,239,650
Series 2017-C03, Class 1B1, 6.402%, (1 mo. USD LIBOR + 4.85%), 10/25/29⁽¹²⁾		2,000		2,173,214
Series 2017-C03, Class 1M2, 4.552%, (1 mo. USD LIBOR + 3.00%), 10/25/29⁽¹²⁾		2,750		2,883,471

			$	10,296,335

Government National Mortgage Association:
Series 2002-45, Class PG, 6.00%, 3/17/32	$	162	$	162,625
Series 2011-156, Class GA, 2.00%, 12/16/41		595		522,826
Series 2016-129, Class ZC, 2.00%, 6/20/45		2,152		2,129,333
Series 2017-82, Class CZ, 2.50%, 2/16/43		1,223		1,222,247
Series 2017-82, Class TZ, 2.50%, 2/16/43		1,320		1,303,972
Series 2017-104, (Interest Only), Class SD, 4.699%, (6.20% - 1 mo. USD LIBOR), 7/20/47^(22)(23)		9,883		1,907,914
Series 2017-110, Class ZJ, 3.00%, 7/20/47		3,974		3,904,139
Series 2017-121, Class DF, 2.001%, (1 mo. USD LIBOR + 0.50%), 8/20/47⁽¹²⁾		24,959		24,963,974
Series 2017-137, Class AF, 2.001%, (1 mo. USD LIBOR + 0.50%), 9/20/47⁽¹²⁾		13,494		13,468,893
Series 2017-141, Class KZ, 3.00%, 9/20/47		5,038		4,912,829

			$	54,498,752


Total Collateralized Mortgage Obligations (identified cost $419,021,334)			$	408,715,861


Commercial Mortgage-Backed Securities — 4.7%

Security	Principal Amount (000’s omitted)		Value
Agate Bay Mortgage Trust
Series 2015-1, Class A4, 3.50%, 1/25/45^(8)(20)	$	3,205	$	3,271,633
Banc of America Merrill Lynch Large Loan, Inc.
Series 2013-DSNY, Class E, 4.077%, (1 mo. USD LIBOR + 2.60%), 9/15/26^(8)(12)		1,500		1,502,001
CFCRE Commercial Mortgage Trust
Series 2016-C7, Class D, 4.441%, 12/10/54⁽⁸⁾		1,000		842,299
Citigroup Commercial Mortgage Trust
Series 2015-P1, Class D, 3.225%, 9/15/48⁽⁸⁾		1,500		1,238,795
COMM Mortgage Trust
Series 2012-CR2, Class D, 4.832%, 8/15/45^(8)(20)		1,650		1,620,150
Series 2013-CR11, Class D, 5.167%, 8/10/50^(8)(20)		2,500		2,380,993
Series 2015-CR22, Class D, 4.123%, 3/10/48^(8)(20)		4,100		3,464,045
Credit Suisse Mortgage Trust
Series 2016-NXSR, Class C, 4.364%, 12/15/49⁽²⁰⁾		2,770		2,808,807
JPMBB Commercial Mortgage Securities Trust
Series 2014-C19, Class A2, 3.046%, 4/15/47		2,439		2,463,250
Series 2014-C19, Class D, 4.661%, 4/15/47^(8)(20)		1,425		1,284,370
Series 2014-C21, Class D, 4.662%, 8/15/47^(8)(20)		3,000		2,581,782
Series 2014-C22, Class C, 4.559%, 9/15/47⁽²⁰⁾		730		735,118
Series 2014-C22, Class D, 4.559%, 9/15/47^(8)(20)		2,000		1,738,436
Series 2014-C25, Class C, 4.446%, 11/15/47		900		897,918


Security	Principal Amount (000’s omitted)		Value
Series 2014-C25, Class D, 3.946%, 11/15/47^(8)(20)	$	2,850	$	2,237,295
Series 2015-C29, Class D, 3.702%, 5/15/48⁽²⁰⁾		2,000		1,603,995
JPMorgan Chase Commercial Mortgage Securities Trust
Series 2006-LDP9, Class AM, 5.372%, 5/15/47		1,481		1,484,343
Series 2010-C2, Class D, 5.662%, 11/15/43^(8)(20)		3,247		3,357,084
Series 2011-C5, Class D, 5.408%, 8/15/46^(8)(20)		3,000		2,980,742
Series 2012-CBX, Class AS, 4.271%, 6/15/45		1,000		1,047,559
Series 2013-C13, Class D, 4.052%, 1/15/46^(8)(20)		3,000		2,862,512
Series 2014-DSTY, Class B, 3.771%, 6/10/27⁽⁸⁾		2,600		2,593,136
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2014-C15, Class D, 4.891%, 4/15/47^(8)(20)		2,450		2,258,568
Series 2015-C23, Class D, 4.134%, 7/15/50^(8)(20)		2,000		1,735,372
Series 2016-C32, Class D, 3.396%, 12/15/49^(8)(20)		1,600		1,213,918
Morgan Stanley Capital I Trust
Series 2017-CLS, Class A, 1.95%, (1 mo. USD LIBOR + 0.70%), 11/15/34^(8)(12)		3,125		3,128,893
Motel 6 Trust
Series 2017-MTL6, Class C, 2.877%, (1 mo. USD LIBOR + 1.40%), 8/15/34^(8)(12)		2,977		2,983,194
UBS Commercial Mortgage Trust
Series 2012-C1, Class D, 5.545%, 5/10/45^(8)(20)		3,000		3,014,702
UBS-Citigroup Commercial Mortgage Trust
Series 2011-C1, Class D, 6.049%, 1/10/45^(8)(20)		2,850		3,066,780
Wells Fargo Commercial Mortgage Trust
Series 2013-LC12, Class D, 4.291%, 7/15/46^(8)(20)		3,000		2,530,694
Series 2015-C29, Class D, 4.225%, 6/15/48⁽²⁰⁾		4,076		3,533,390
Series 2015-C31, Class D, 3.852%, 11/15/48		2,475		1,995,949
Series 2015-LC22, Class C, 4.541%, 9/15/58⁽²⁰⁾		1,250		1,252,297
Series 2015-NXS1, Class D, 4.102%, 5/15/48⁽²⁰⁾		2,500		2,234,656
Series 2015-SG1, Class C, 4.469%, 9/15/48⁽²⁰⁾		2,575		2,521,353
WF-RBS Commercial Mortgage Trust
Series 2014-C24, Class B, 4.204%, 11/15/47⁽²⁰⁾		2,500		2,488,154
Series 2014-LC14, Class D, 4.586%, 3/15/47^(8)(20)		3,000		2,408,664


Total Commercial Mortgage-Backed Securities (identified cost $82,208,383)			$	81,362,847


Asset-Backed Securities — 3.3%

Security	Principal Amount (000’s omitted)		Value
Apidos CLO XVII
Series 2014-17A, Class C, 4.653%, (3 mo. USD LIBOR + 3.30%), 4/17/26^(8)(12)	$	1,000	$	1,001,049
Avis Budget Rental Car Funding, LLC
Series 2012-3A, Class A, 2.10%, 3/20/19⁽⁸⁾		875		875,032
Series 2013-2A, Class B, 3.66%, 2/20/20⁽⁸⁾		450		454,566
Blackbird Capital Aircraft Lease Securitization, Ltd.
Series 2016-1A, Class AA, 2.487% to 12/16/24, 12/16/41^(8)(16)		3,984		3,957,134
Coinstar Funding, LLC
Series 2017-1A, Class A2, 5.216%, 4/25/47⁽⁸⁾		1,413		1,468,899


Security	Principal Amount (000’s omitted)		Value
Colony American Homes
Series 2014-1A, Class C, 3.327%, (1 mo. USD LIBOR + 1.85%), 5/17/31^(8)(12)	$	2,740	$	2,751,269
Series 2014-1A, Class D, 3.627%, (1 mo. USD LIBOR + 2.15%), 5/17/31^(8)(12)		500		502,065
Conn Funding II L.P.
Series 2017-B, Class A, 2.73%, 7/15/20⁽⁸⁾		885		884,703
Consumer Loan Underlying Bond Credit Trust
Series 2017-NP1, Class A, 2.39%, 4/17/23⁽⁸⁾		620		620,354
Series 2017-P1, Class A, 2.42%, 9/15/23⁽⁸⁾		1,251		1,250,662
DB Master Finance, LLC
Series 2015-1A, Class A2II, 3.98%, 2/20/45⁽⁸⁾		2,164		2,212,001
Series 2017-1A, Class A2I, 3.629%, 11/20/47⁽⁸⁾		628		632,880
Dell Equipment Finance Trust
Series 2016-1, Class B, 2.03%, 7/22/21⁽⁸⁾		1,750		1,746,820
First Investors Auto Owner Trust
Series 2015-1A, Class C, 2.71%, 6/15/21⁽⁸⁾		1,400		1,398,494
Series 2016-2A, Class A1, 1.53%, 11/16/20⁽⁸⁾		358		357,605
FirstKey Lending Trust
Series 2015-SFR1, Class A, 2.553%, 3/9/47⁽⁸⁾		1,343		1,336,361
FOCUS Brands Funding, LLC
Series 2017-1A, Class A2I, 3.857%, 4/30/47⁽⁸⁾		1,030		1,044,114
Ford Credit Auto Owner Trust
Series 2014-1, Class B, 2.41%, 11/15/25⁽⁸⁾		3,600		3,609,404
Foundation Finance Trust
Series 2017-1A, Class A, 3.30%, 7/15/33⁽⁸⁾		645		644,488
GMF Floorplan Owner Revolving Trust
Series 2015-1, Class B, 1.97%, 5/15/20⁽⁸⁾		255		254,867
Invitation Homes Trust
Series 2015-SFR2, Class C, 3.491%, (1 mo. USD LIBOR + 2.00%), 6/17/32^(8)(12)		2,000		2,015,013
Series 2017-SFR2, Class B, 2.641%, (1 mo. USD LIBOR + 1.15%), 12/17/36^(8)(12)		1,595		1,601,332
MVW Owner Trust
Series 2014-1A, Class A, 2.25%, 9/22/31⁽⁸⁾		779		768,460
Nextgear Floorplan Master Owner Trust
Series 2015-2A, Class A, 2.38%, 10/15/20⁽⁸⁾		1,600		1,602,242
OneMain Financial Issuance Trust
Series 2015-1A, Class B, 3.85%, 3/18/26⁽⁸⁾		1,200		1,212,939
Series 2017-1A, Class A1, 2.37%, 9/14/32⁽⁸⁾		2,375		2,354,898
Prosper Marketplace Issuance Trust
Series 2017-1A, Class A, 2.56%, 6/15/23⁽⁸⁾		609		611,014
Series 2017-1A, Class B, 3.65%, 6/15/23⁽⁸⁾		750		757,087
Series 2017-3A, Class A, 2.36%, 11/15/23⁽⁸⁾		1,914		1,915,550
Sierra Receivables Funding Co., LLC
Series 2014-1A, Class B, 2.42%, 3/20/30⁽⁸⁾		338		336,919
Series 2015-1A, Class B, 3.05%, 3/22/32⁽⁸⁾		675		675,480
SpringCastle Funding Trust
Series 2016-AA, Class A, 3.05%, 4/25/29⁽⁸⁾		1,620		1,631,884
Synchrony Credit Card Master Note Trust
Series 2015-3, Class A, 1.74%, 9/15/21		1,000		998,874


Security	Principal Amount (000’s omitted)		Value
Taco Bell Funding, LLC
Series 2016-1A, Class A2I, 3.832%, 5/25/46⁽⁸⁾	$	2,953	$	2,998,799
TCF Auto Receivables Owner Trust
Series 2016-PT1A, Class A, 1.93%, 6/15/22⁽⁸⁾		638		636,275
Thunderbolt Aircraft Lease, Ltd.
Series 2017-A, Class B, 5.75% to 4/15/24, 5/17/32^(8)(16)		1,923		1,943,303
Trafigura Securitisation Finance PLC
Series 2017-1A, Class B, 3.177%, (1 mo. USD LIBOR + 1.70%), 12/15/20^(8)(12)		1,500		1,509,232
Tricon American Homes
Series 2016-SFR1, Class D, 3.886%, 11/17/33⁽⁸⁾		1,300		1,310,854
Verizon Owner Trust
Series 2016-1A, Class A, 1.42%, 1/20/21⁽⁸⁾		2,400		2,387,221
Wendys Funding, LLC
Series 2015-1A, Class A2I, 3.371%, 6/15/45⁽⁸⁾		3,128		3,144,787


Total Asset-Backed Securities (identified cost $57,175,143)			$	57,414,930


U.S. Government Agency Obligations — 1.8%

Security	Principal Amount (000’s omitted)		Value
Federal Farm Credit Bank
3.25%, 7/1/30⁽¹⁸⁾	$	5,000	$	5,126,860

			$	5,126,860

Federal Home Loan Bank
4.125%, 12/13/19⁽¹⁸⁾	$	3,975	$	4,139,020
5.25%, 12/9/22⁽¹⁸⁾		9,000		10,277,145
5.375%, 5/15/19⁽¹⁸⁾		6,585		6,890,610
5.50%, 7/15/36		4,000		5,492,556

			$	26,799,331


Total U.S. Government Agency Obligations (identified cost $30,970,647)			$	31,926,191


U.S. Treasury Obligations — 1.6%

Security	Principal Amount (000’s omitted)		Value
U.S. Treasury Bond, 8.875%, 2/15/19⁽¹⁸⁾	$	25,000	$	26,971,497


Total U.S. Treasury Obligations (identified cost $27,246,772)			$	26,971,497



Common Stocks — 0.8%

Security	Shares		Value
Aerospace and Defense — 0.0%⁽¹⁴⁾
IAP Global Services, LLC^(3)(15)(24)		31	$	315,500

			$	315,500

Automotive — 0.1%
Dayco Products, LLC^(15)(24)		27,250	$	858,375

			$	858,375

Business Equipment and Services — 0.1%
Education Management Corp.^(3)(15)(24)		5,580,468	$	0
RCS Capital Corp.^(15)(24)		37,523		1,425,874

			$	1,425,874

Electronics/Electrical — 0.1%
Answers Corp.^(15)(24)		78,756	$	1,220,718

			$	1,220,718

Health Care — 0.0%⁽¹⁴⁾
New Millennium Holdco, Inc.^(15)(24)		42,216	$	11,082

			$	11,082

Lodging and Casinos — 0.0%⁽¹⁴⁾
Caesars Entertainment Corp.^(15)(24)		11,732	$	148,410

			$	148,410

Nonferrous Metals/Minerals — 0.0%
ASP United/GHX Holding, LLC^(3)(15)(24)		707	$	0

			$	0

Oil and Gas — 0.2%
AFG Holdings, Inc.^(15)(24)		58,344	$	2,392,104
Nine Point Energy Holdings, Inc.^(3)(15)(25)		25,410		373,679
Paragon Offshore Finance Company, Class A^(15)(24)		2,021		2,779
Paragon Offshore Finance Company, Class B^(15)(24)		1,011		23,253
Paragon Offshore, Ltd.^(15)(24)		2,021		40,420
Samson Resources II, LLC, Class A^(15)(24)		45,294		815,292
Southcross Holdings Group, LLC^(3)(15)(24)		78		0
Southcross Holdings L.P., Class A^(15)(24)		78		28,763

			$	3,676,290

Publishing — 0.3%
ION Media Networks, Inc.^(3)(15)(24)		5,187	$	3,383,428
Laureate Education, Inc.^(15)(24)		102,222		1,386,130
MediaNews Group, Inc.^(15)(24)		14,016		224,252

			$	4,993,810

Telecommunications — 0.0%⁽¹⁴⁾
Avaya Holdings Corp.⁽¹⁵⁾		25,122	$	440,891

			$	440,891


Total Common Stocks (identified cost $8,220,168)			$	13,090,950



Convertible Bonds — 0.0%⁽¹⁴⁾

Security	Principal Amount (000’s omitted)		Value
Utilities — 0.0%⁽¹⁴⁾
NRG Yield, Inc., 3.25%, 6/1/20⁽⁸⁾	$	225	$	223,172


Total Convertible Bonds (identified cost $219,746)			$	223,172


Convertible Preferred Stocks — 0.0%⁽¹⁴⁾

Security	Shares		Value
Business Equipment and Services — 0.0%
Education Management Corp., Series A-1^(3)(15)(24)		6,209	$	0

			$	0

Oil and Gas — 0.0%⁽¹⁴⁾
Nine Point Energy Holdings, Inc., Series A, 12.00%^(3)(15)(25)		555	$	555,000

			$	555,000


Total Convertible Preferred Stocks (identified cost $993,211)			$	555,000


Preferred Stocks — 0.0%⁽¹⁴⁾

Security	Shares		Value
Pipelines — 0.0%⁽¹⁴⁾
NuStar Energy, LP, Series B, 7.625% to 6/15/22^(10)(11)		32,000	$	713,475


Total Preferred Stocks (identified cost $702,450)			$	713,475


Closed-End Funds — 1.3%

Security	Shares		Value
BlackRock Corporate High Yield Fund, Inc.		2,033,791	$	22,249,673


Total Closed-End Funds (identified cost $24,778,019)			$	22,249,673


Miscellaneous — 0.0%⁽¹⁴⁾

Security	Principal Amount/ Shares		Value
Cable and Satellite Television — 0.0%
ACC Claims Holdings, LLC^(3)(15)		2,257,600	$	0

			$	0

Lodging and Casinos — 0.0%⁽¹⁴⁾
Buffalo Thunder Development Authority, Residual Claim Certificates, Expires 11/15/29⁽¹⁵⁾	$	889,622	$	1,334

			$	1,334


Security	Principal Amount/ Shares		Value
Telecommunications — 0.0%
Avaya, Inc., Escrow Certificates^(3)(15)	$	1,135,000	$	0

			$	0


Total Miscellaneous (identified cost $0)			$	1,334


Short-Term Investments — 3.5%

Foreign Government Securities — 0.0%⁽¹⁴⁾

Security	Principal Amount* (000’s omitted)		Value
Greece — 0.0%⁽¹⁴⁾
Hellenic Republic Treasury Bill, 0.00%, 2/2/18	EUR	320	$	383,491

Total Greece			$	383,491


Total Foreign Government Securities (identified cost $378,482)			$	383,491


U.S. Treasury Obligations — 0.0%⁽¹⁴⁾

Security	Principal Amount (000’s omitted)		Value
U.S. Treasury Bill, 0.00%, 3/1/18⁽²⁶⁾	$	500	$	498,979


Total U.S. Treasury Obligations (identified cost $498,943)			$	498,979


Other — 3.5%

Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 1.50%⁽²⁷⁾		60,837,255	$	60,831,171


Total Other (identified cost $60,836,011)			$	60,831,171


Total Short-Term Investments (identified cost $61,713,436)			$	61,713,641


Total Investments — 158.6% (identified cost $2,755,031,524)			$	2,766,399,233


Less Unfunded Loan Commitments — (0.0)%⁽¹⁴⁾			$	(155,068	)


	Value
Net Investments — 158.6% (identified cost $2,754,876,456)	$	2,766,244,165


Other Assets, Less Liabilities — (43.3)%	$	(755,795,583	)


Auction Preferred Shares Plus Cumulative Unpaid Dividends — (15.3)%	$	(266,702,644	)


Net Assets Applicable to Common Shares — 100.0%	$	1,743,745,938

The percentage shown for each investment category in the Portfolio of Investments is based on net assets applicable to common shares.

*	In U.S. dollars unless otherwise indicated.

(1)

Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the London Interbank Offered Rate (“LIBOR”) and secondarily, the prime rate offered by one or more major United States banks (the “Prime Rate”). Base lending rates may be subject to a floor, or minimum rate.

(2)

Unfunded or partially unfunded loan commitments. The Fund may enter into certain loan agreements all or a portion of which may be unfunded. The Fund is obligated to fund these commitments at the borrower’s discretion. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion and the commitment fees on the portion of the loan that is unfunded.

(3)	For fair value measurement disclosure purposes, security is categorized as Level 3.

(4)

The stated interest rate represents the weighted average interest rate at December 31, 2017 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period.

(5)	This Senior Loan will settle after December 31, 2017, at which time the interest rate will be determined.

(6)	Fixed-rate loan.

(7)	Issuer is in default with respect to interest and/or principal payments. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.

(8)

Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At December 31, 2017, the aggregate value of these securities is $573,110,934 or 32.9% of the Fund’s net assets applicable to common shares.

(9)

Security exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At December 31, 2017, the aggregate value of these securities is $93,959,213 or 5.4% of the Fund’s net assets applicable to common shares.

(10)	Perpetual security with no stated maturity date but may be subject to calls by the issuer.

(11)	Security converts to floating rate after the indicated fixed-rate coupon period.

(12)	Variable rate security. The stated interest rate represents the rate in effect at December 31, 2017.

(13)	Represents a payment-in-kind security which may pay interest in additional principal at the issuer’s discretion.

(14)	Amount is less than 0.05% or (0.05)%, as applicable.

(15)	Non-income producing security.

(16)	Multi-step coupon bond. Interest rate represents the rate in effect at December 31, 2017.

(17)	Loan is subject to scheduled mandatory prepayments. Maturity date shown reflects the final maturity date.

(18)	Security (or a portion thereof) has been pledged for the benefit of the counterparty for reverse repurchase agreements.

(19)

Adjustable rate mortgage security whose interest rate generally adjusts monthly based on a weighted average of interest rates on the underlying mortgages. The coupon rate may not reflect the applicable index value as interest rates on the underlying mortgages may adjust on various dates and at various intervals and may be subject to lifetime ceilings and lifetime floors and lookback periods. Rate shown is the coupon rate at December 31, 2017.

(20)	Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at December 31, 2017.

(21)	Principal only security that entitles the holder to receive only principal payments on the underlying mortgages.

(22)	Inverse floating-rate security whose coupon varies inversely with changes in the interest rate index. The stated interest rate represents the coupon rate in effect at December 31, 2017.

(23)	Interest only security that entitles the holder to receive only interest payments on the underlying mortgages. Principal amount shown is the notional amount of the underlying mortgages on which coupon interest is calculated.

(24)	Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale.

(25)	Restricted security.

(26)	Security (or a portion thereof) has been pledged to cover margin requirements on open financial futures contracts.

(27)

Affiliated investment company, available to Eaton Vance portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of December 31, 2017. Net income from the investment in Eaton Vance Cash Reserves Fund, LLC for the fiscal year to date ended December 31, 2017 was $489,426.

Forward Foreign Currency Exchange Contracts


Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation		Unrealized (Depreciation)
USD	436,470	EUR	368,000	JPMorgan Chase Bank, N.A.		1/2/18	$	—	$	(5,074	)
USD	425,295	EUR	361,000	Australia and New Zealand Banking Group Limited		1/18/18		—		(8,228	)
USD	1,343,037	EUR	1,140,000	Australia and New Zealand Banking Group Limited		1/18/18		—		(25,984	)
USD	902,864	EUR	763,852	Citibank, N.A.		1/18/18		—		(14,443	)
USD	766,093	EUR	644,957	Deutsche Bank AG		1/18/18		—		(8,433	)
USD	128,254	EUR	108,518	State Street Bank and Trust Company		1/18/18		—		(2,066	)
USD	380,284	EUR	325,243	State Street Bank and Trust Company		1/18/18		—		(10,299	)
USD	3,420,829	EUR	2,884,524	Deutsche Bank AG		1/26/18		—		(44,765	)
EUR	803,520	USD	959,678	State Street Bank and Trust Company		1/31/18		5,982		—
EUR	324,885	USD	384,560	State Street Bank and Trust Company		1/31/18		5,882		—
EUR	287,729	USD	342,957	State Street Bank and Trust Company		1/31/18		2,832		—
GBP	216,076	USD	284,187	State Street Bank and Trust Company		1/31/18		7,811		—
GBP	332,308	USD	444,040	State Street Bank and Trust Company		1/31/18		5,031		—


Currency Purchased		Currency Sold			Counterparty	Settlement Date		Unrealized Appreciation		Unrealized (Depreciation)
GBP	288,227		USD	385,138	State Street Bank and Trust Company		1/31/18	$	4,364	$	—
GBP	232,572		USD	310,770	State Street Bank and Trust Company		1/31/18		3,521		—
GBP	204,833		USD	276,978	State Street Bank and Trust Company		1/31/18		—		(173	)
USD	3,844,665		EUR	3,300,000	Goldman Sachs International		1/31/18		—		(121,230	)
USD	9,933,250		EUR	8,524,383	Goldman Sachs International		1/31/18		—		(311,239	)
USD	1,189,896		EUR	1,000,000	JPMorgan Chase Bank, N.A.		1/31/18		—		(11,890	)
USD	298,586		EUR	250,000	State Street Bank and Trust Company		1/31/18		—		(1,861	)
USD	639,646		EUR	534,438	State Street Bank and Trust Company		1/31/18		—		(2,634	)
USD	190,603		EUR	161,137	State Street Bank and Trust Company		1/31/18		—		(3,048	)
USD	595,122		EUR	498,135	State Street Bank and Trust Company		1/31/18		—		(3,530	)
USD	116,587		EUR	100,000	State Street Bank and Trust Company		1/31/18		—		(3,592	)
USD	451,777		EUR	381,417	State Street Bank and Trust Company		1/31/18		—		(6,605	)
USD	698,030		EUR	586,541	State Street Bank and Trust Company		1/31/18		—		(6,866	)
USD	282,323		EUR	240,770	State Street Bank and Trust Company		1/31/18		—		(7,031	)
USD	854,240		EUR	718,126	State Street Bank and Trust Company		1/31/18		—		(8,794	)
USD	514,286		EUR	435,411	State Street Bank and Trust Company		1/31/18		—		(8,985	)
USD	615,860		EUR	520,503	State Street Bank and Trust Company		1/31/18		—		(9,674	)
USD	386,471		EUR	331,351	State Street Bank and Trust Company		1/31/18		—		(11,742	)
USD	1,403,899		EUR	1,177,990	State Street Bank and Trust Company		1/31/18		—		(11,794	)
USD	624,964		EUR	531,018	State Street Bank and Trust Company		1/31/18		—		(13,206	)
USD	1,274,368		EUR	1,073,288	State Street Bank and Trust Company		1/31/18		—		(15,496	)
USD	1,759,563		EUR	1,477,291	State Street Bank and Trust Company		1/31/18		—		(15,826	)
USD	1,359,595		EUR	1,147,851	State Street Bank and Trust Company		1/31/18		—		(19,877	)
USD	1,685,458		EUR	1,425,512	State Street Bank and Trust Company		1/31/18		—		(27,703	)
USD	3,051,715		EUR	2,563,542	State Street Bank and Trust Company		1/31/18		—		(29,116	)
USD	5,303,509		EUR	4,554,264	State Street Bank and Trust Company		1/31/18		—		(169,745	)
USD	493,486		GBP	368,331	HSBC Bank USA, N.A.		1/31/18		—		(4,265	)
USD	304,248		GBP	225,000	State Street Bank and Trust Company		1/31/18		190		—
USD	670,910		GBP	497,118	State Street Bank and Trust Company		1/31/18		—		(880	)
USD	787,293		GBP	585,282	State Street Bank and Trust Company		1/31/18		—		(3,640	)
USD	659,884		GBP	491,711	State Street Bank and Trust Company		1/31/18		—		(4,599	)
USD	332,340		GBP	250,000	State Street Bank and Trust Company		1/31/18		—		(5,502	)
USD	645,595		GBP	482,404	State Street Bank and Trust Company		1/31/18		—		(6,311	)
USD	1,748,612		GBP	1,299,755	State Street Bank and Trust Company		1/31/18		—		(7,837	)
USD	3,381,298		GBP	2,511,823	State Street Bank and Trust Company		1/31/18		—		(13,103	)
USD	649,043		GBP	490,670	State Street Bank and Trust Company		1/31/18		—		(14,033	)
USD	4,584,746		EUR	3,877,164	Goldman Sachs International		2/1/18		—		(75,043	)
USD	382,496		EUR	320,000	Goldman Sachs International		2/2/18		—		(2,120	)
USD	2,031,723		CAD	2,608,405	HSBC Bank USA, N.A.		2/28/18		—		(45,015	)
USD	1,197,594		EUR	1,006,750	State Street Bank and Trust Company		2/28/18		—		(14,254	)
EUR	322,418		USD	381,562	JPMorgan Chase Bank, N.A.		3/15/18		6,922		—
EUR	197,004		USD	232,916	JPMorgan Chase Bank, N.A.		3/15/18		4,456		—
USD	3,295,502		EUR	2,756,750	JPMorgan Chase Bank, N.A.		3/15/18		—		(26,133	)
USD	17,770,224		EUR	14,844,208	Goldman Sachs International		3/29/18		—		(133,196	)

								$	46,991	$	(1,296,880	)

Futures Contracts


Description	Number of Contracts		Position		Expiration Month/Year		Notional Amount			Value/Net Unrealized Appreciation (Depreciation)
Interest Rate Futures
U.S. 2-Year Treasury Note		125		Short		Mar-18	$	(26,763,672	)	$	46,875
U.S. 5-Year Deliverable Interest Rate Swap		105		Short		Mar-18		(10,354,805	)		3,504
U.S. 5-Year Treasury Note		135		Short		Mar-18		(15,682,149	)		53,789
U.S. 10-Year Deliverable Interest Rate Swap		109		Short		Mar-18		(10,707,547	)		(9,236	)
U.S. 10-Year Treasury Note		135		Short		Mar-18		(16,746,328	)		50,625
U.S. Ultra 10-Year Treasury Note		53		Short		Mar-18		(7,078,812	)		25,672

										$	171,229

Centrally Cleared Interest Rate Swaps

Counterparty

Notional
Amount
(000’s omitted)

Fund
Pays/Receives
Floating Rate

Floating
Rate

Annual
Fixed Rate

Termination
Date

Net Unrealized
Appreciation
(Depreciation)

LCH.Clearnet

EUR

8,572

Pays

6-month Euro Interbank
Offered Rate
(pays semi-annually)

0.25%
(pays annually)⁽¹⁾

9/20/22

(23,072

)

LCH.Clearnet

EUR

1,340

Pays

6-month Euro Interbank
Offered Rate

(pays semi-annually)

1.00%
(pays annually)⁽¹⁾

9/20/27

(3,243

)

LCH.Clearnet

USD

1,700

Receives

3-month USD-LIBOR-BBA
(pays quarterly)

1.75%
(pays semi-annually)⁽¹⁾

9/20/19

2,712

LCH.Clearnet

USD

2,250

Receives

3-month USD-LIBOR-BBA
(pays quarterly)

1.50%
(pays semi-annually)⁽¹⁾

3/20/20

7,914

LCH.Clearnet

USD

760

Receives

3-month USD-LIBOR-BBA
(pays quarterly)

1.93%
(pays semi-annually)

11/3/20

3,867

LCH.Clearnet

USD

100

Receives

3-month USD-LIBOR-BBA
(pays quarterly)

1.96%
(pays semi-annually)

11/17/20

174

LCH.Clearnet

USD

1,450

Receives

3-month USD-LIBOR-BBA
(pays quarterly)

2.09%
(pays semi-annually)

11/3/22

7,842

LCH.Clearnet

USD

665

Receives

3-month USD-LIBOR-BBA
(pays quarterly)

2.09%
(pays semi-annually)

11/7/22

3,793

LCH.Clearnet

USD

3,950

Receives

3-month USD-LIBOR-BBA
(pays quarterly)

2.07%
(pays semi-annually)

11/14/22

26,512

LCH.Clearnet

USD

275

Receives

3-month USD-LIBOR-BBA
(pays quarterly)

2.09%
(pays semi-annually)

11/17/22

1,150

LCH.Clearnet

USD

210

Receives

3-month USD-LIBOR-BBA
(pays quarterly)

2.09%
(pays semi-annually)

11/17/22

878

LCH.Clearnet

USD

170

Receives

3-month USD-LIBOR-BBA
(pays quarterly)

2.09%
(pays semi-annually)

11/17/22

729

LCH.Clearnet

USD

2,000

Receives

3-month USD-LIBOR-BBA
(pays quarterly)

2.21%
(pays semi-annually)

12/7/22

1,250

LCH.Clearnet

USD

860

Receives

3-month USD-LIBOR-BBA
(pays quarterly)

2.11%
(pays semi-annually)

9/5/27

15,283

LCH.Clearnet

USD

2,319

Receives

3-month USD-LIBOR-BBA
(pays quarterly)

2.02%
(pays semi-annually)

9/13/27

60,389

Counterparty

Notional
Amount
(000’s omitted)

Fund
Pays/Receives
Floating Rate

Floating
Rate

Annual
Fixed Rate

Termination
Date

Net Unrealized
Appreciation
(Depreciation)

LCH.Clearnet

USD

650

Receives

3-month USD-LIBOR-BBA (pays quarterly)

2.31%
(pays semi-annually)

11/15/27

3,652

LCH.Clearnet

USD

300

Receives

3-month USD-LIBOR-BBA (pays quarterly)

2.32%
(pays semi-annually)

11/17/27

533

LCH.Clearnet

USD

1,600

Receives

3-month USD-LIBOR-BBA (pays quarterly)

2.36%
(pays semi-annually)

11/21/27

1,983

LCH.Clearnet

USD

1,655

Receives

3-month USD-LIBOR-BBA (pays quarterly)

2.48%
(pays semi-annually)

12/27/27

(12,117

)

100,229

(1)	Upfront payment is exchanged with the counterparty as a result of the standardized trading coupon.

Centrally Cleared Credit Default Swaps — Sell Protection


Reference Entity	Counterparty	Notional Amount* (000’s omitted)		Contract Annual Fixed Rate**		Termination Date		Current Market Annual Fixed Rate***			Market Value			Unamortized Upfront Payments		Net Unrealized Appreciation
Russia	ICE Clear Credit	$	700		1.00% (pays quarterly)⁽¹⁾		12/20/22		1.18	%	$	(5,612	)	$	8,834	$	3,222

Total		$	700								$	(5,612	)	$	8,834	$	3,222

Credit Default Swaps — Sell Protection


Reference Entity	Counterparty	Notional Amount* (000’s omitted)		Contract Annual Fixed Rate**		Termination Date		Current Market Annual Fixed Rate***			Market Value			Unamortized Upfront Payments Received		Net Unrealized Appreciation
Bahamas	Deutsche Bank AG	$	1,150		1.00% (pays quarterly)⁽¹⁾		6/20/22		2.12	%	$	(53,079	)	$	92,368	$	39,289
Brazil	Citibank, N.A.		2,649		1.00% (pays quarterly)⁽¹⁾		12/20/22		1.60			(72,690	)		123,762		51,072
Brazil	Citibank, N.A.		900		1.00% (pays quarterly)⁽¹⁾		12/20/22		1.60			(24,697	)		31,920		7,223
Brazil	Goldman Sachs International		500		1.00% (pays quarterly)⁽¹⁾		12/20/22		1.60			(13,720	)		18,061		4,341
Russia	Citibank, N.A.		2,800		1.00% (pays quarterly)⁽¹⁾		12/20/22		1.18			(22,446	)		57,573		35,127
Russia	HSBC Bank USA, N.A.		500		1.00% (pays quarterly)⁽¹⁾		12/20/22		1.18			(4,008	)		8,020		4,012

Total		$	8,499								$	(190,640	)	$	331,704	$	141,064

If the Fund is the seller of credit protection, the notional amount is the maximum potential amount of future payments the Fund could be required to make if a credit event, as defined in the credit default swap agreement, were to occur. At December 31, 2017, such maximum potential amount for all open credit default swaps in which the Fund is the seller was $9,199,000.

**	The contract annual fixed rate represents the fixed rate of interest received by the Fund (as a seller of protection) on the notional amount of the credit default swap contract.

***

Current market annual fixed rates, utilized in determining the net unrealized appreciation or depreciation as of period end, serve as an indicator of the market’s perception of the current status of the payment/performance risk associated with the credit derivative. The current market annual fixed rate of a particular reference entity reflects the cost, as quoted by the pricing vendor, of selling protection against default of that entity as of period end and may include upfront payments required to be made to enter into the agreement. The higher the fixed rate, the greater the market perceived risk of a credit event involving the reference entity. A rate identified as “Defaulted” indicates a credit event has occurred for the reference entity.

(1)	Upfront payment is exchanged with the counterparty as a result of the standardized trading coupon.

Abbreviations:



CMT	-	Constant Maturity Treasury

COF	-	Cost of Funds 11th District

EURIBOR	-	Euro Interbank Offered Rate

LIBOR	-	London Interbank Offered Rate

PIK	-	Payment In Kind

Currency Abbreviations:



CAD	-	Canadian Dollar

EUR	-	Euro

GBP	-	British Pound Sterling

USD	-	United States Dollar

At December 31, 2017, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

In the normal course of pursuing its investment objectives, the Fund is subject to the following risks:

Credit Risk: The Fund enters into credit default swap contracts to enhance total return and/or as a substitute for the purchase of securities.

Foreign Exchange Risk: The Fund holds foreign currency denominated investments. The value of these investments and related receivables and payables may change due to future changes in foreign currency exchange rates. To hedge against this risk, the Fund enters into forward foreign currency exchange contracts.

Interest Rate Risk: The Fund utilizes various interest rate derivatives including futures contracts and interest rate swaps to manage the duration of its portfolio and to hedge against fluctuations in securities prices due to interest rates.

The fair value of open derivative instruments (not considered to be hedging instruments for accounting disclosure purposes) by risk exposure at December 31, 2017 was as follows:


		Fair Value
Risk	Derivative	Asset Derivative		Liability Derivative
Credit	Credit default swaps	$	—	$	(190,640	)
Credit	Credit default swaps (centrally cleared)^*		3,222		—

Total		$	3,222	$	(190,640	)


Foreign Exchange	Forward foreign currency exchange contracts	$	46,991	$	(1,296,880	)

Total		$	46,991	$	(1,296,880	)


Interest Rate	Financial futures contracts^*	$	180,465	$	(9,236	)
Interest Rate	Interest rate swaps (centrally cleared)		138,661		(38,432	)

Total		$	319,126	$	(47,668	)

*	For futures contracts and centrally cleared credit default swap contracts, amount represents cumulative unrealized appreciation or (depreciation).

Reverse Repurchase Agreements

Reverse repurchase agreements outstanding as of December 31, 2017 were as follows:


Counterparty	Trade Date		Maturity Date		Interest Rate			Principal Amount		Value Including Accrued Interest		U.S. Treasury and Government Agency Securities Pledged as Collateral
Bank of America		12/7/17		1/9/18		1.58	%	$	27,256,250	$	27,284,960	$	26,971,497
Bank of America		12/7/17		1/9/18		1.62			47,312,049		47,365,275		48,675,162
KGS Alpha Capital		12/7/17		1/9/18		1.54			39,532,877		39,573,464		41,251,647

Total								$	114,101,176	$	114,223,699	$	116,898,306

At December 31, 2017, the remaining contractual maturity of all reverse repurchase agreements was less than 30 days.

Based on the short-term nature of the borrowings under the reverse repurchase agreements, the carrying value of the payable for reverse repurchase agreements approximated its fair value at December 31, 2017. If measured at fair value, borrowings under the reverse repurchase agreements would have been considered as Level 2 in the fair value hierarchy at December 31, 2017.

Restricted Securities

At December 31, 2017, the Fund owned the following securities (representing 0.1% of net assets applicable to common shares) which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Fund has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.


Description	Date of Acquisition		Shares		Cost		Value
Common Stocks
Nine Point Energy Holdings, Inc.		7/15/14		25,410	$	1,370,480	$	373,679

Total Common Stocks					$	1,370,480	$	373,679

Convertible Preferred Stocks
Nine Point Energy Holdings, Inc., Series A, 12.00%		5/26/17		555	$	555,000	$	555,000

Total Convertible Preferred Stocks					$	555,000	$	555,000

Total Restricted Securities					$	3,295,960	$	1,302,358

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

•

Level 1 — quoted prices in active markets for identical investments

•

Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

•

Level 3 — significant unobservable inputs (including a fund’s own assumptions in determining the fair value of investments)

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At December 31, 2017, the hierarchy of inputs used in valuing the Fund’s investments and open derivative instruments, which are carried at value, were as follows:


Asset Description	Level 1			Level 2			Level 3*		Total
Senior Floating-Rate Loans (Less Unfunded Loan Commitments)	$	—		$	911,918,381		$	2,899,389	$	914,817,770
Corporate Bonds & Notes		—			907,526,046			—		907,526,046
Foreign Government Securities		—			77,139,015			—		77,139,015
Sovereign Loans		—			5,092,314			—		5,092,314
Mortgage Pass-Throughs		—			156,730,449			—		156,730,449
Collateralized Mortgage Obligations		—			408,715,861			—		408,715,861
Commercial Mortgage-Backed Securities		—			81,362,847			—		81,362,847
Asset-Backed Securities		—			57,414,930			—		57,414,930
U.S. Government Agency Obligations		—			31,926,191			—		31,926,191
U.S. Treasury Obligations		—			26,971,497			—		26,971,497
Common Stocks		1,975,431			7,042,912			4,072,607		13,090,950
Convertible Bonds		—			223,172			—		223,172
Convertible Preferred Stocks		—			—			555,000		555,000
Preferred Stocks		713,475			—			—		713,475
Closed-End Funds		22,249,673			—			—		22,249,673
Miscellaneous		—			1,334			0		1,334
Short-Term Investments —
Foreign Government Securities		—			383,491			—		383,491
U.S. Treasury Obligations		—			498,979			—		498,979
Other		—			60,831,171			—		60,831,171
Total Investments	$	24,938,579		$	2,733,778,590		$	7,526,996	$	2,766,244,165
Forward Foreign Currency Exchange Contracts	$	—		$	46,991		$	—	$	46,991
Futures Contracts		180,465			—			—		180,465
Swap Contracts		—			138,661			—		138,661
Total	$	25,119,044		$	2,733,964,242		$	7,526,996	$	2,766,610,282

Liability Description
Forward Foreign Currency Exchange Contracts	$	—		$	(1,296,880	)	$	—	$	(1,296,880	)
Futures Contracts		(9,236	)		—			—		(9,236	)
Swap Contracts		—			(234,684	)		—		(234,684	)
Total	$	(9,236	)	$	(1,531,564	)	$	—	$	(1,540,800	)

*	None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended December 31, 2017 is not presented. At December 31, 2017, the value of investments transferred between Level 1 and Level 2 during the fiscal year to date then ended was not significant.

For information on the Fund’s policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund’s most recent financial statements included in its semiannual or annual report to shareholders.

Item 2. Controls and Procedures

(a) It is the conclusion of the registrant’s principal executive officer and principal financial officer that the effectiveness of the registrant’s current disclosure controls and procedures (such disclosure controls and procedures having been evaluated within 90 days of the date of this filing) provide reasonable assurance that the information required to be disclosed by the registrant on this Form N-Q has been recorded, processed, summarized and reported within the time period specified in the Commission’s rules and forms and that the information required to be disclosed by the registrant on this Form N-Q has been accumulated and communicated to the registrant’s principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.

(b) There have been no changes in the registrant’s internal controls over financial reporting during the fiscal quarter for which the report is being filed that have materially affected, or are reasonably likely to materially affect the registrant’s internal control over financial reporting.

Item 3. Exhibits

A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act is attached hereto.

Signatures

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Eaton Vance Limited Duration Income Fund



By:		/s/ Payson F. Swaffield
		Payson F. Swaffield
		President

Date:		February 22, 2018

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.



By:		/s/ Payson F. Swaffield
		Payson F. Swaffield
		President

Date:		February 22, 2018



By:		/s/ James F. Kirchner
		James F. Kirchner
		Treasurer

Date:		February 22, 2018

EX-99.CERT 2 d543611dex99cert.htm EX-99.CERT SECTION 302 CERTIFICATION EX-99.CERT Section 302 Certification

Eaton Vance Limited Duration Income Fund

Certification

Pursuant to Rule 302 of the Sarbanes-Oxley Act of 2002

I, Payson F. Swaffield, certify that:

1. I have reviewed this report on Form N-Q of Eaton Vance Limited Duration Income Fund;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the schedule of investments included in this report, fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;

4. The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and

(d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.



By:		/s/ Payson F. Swaffield
		Payson F. Swaffield
		President

Date:		February 22, 2018

Eaton Vance Limited Duration Income Fund

Certification

Pursuant to Rule 302 of the Sarbanes-Oxley Act of 2002

I, James F. Kirchner, certify that:

1. I have reviewed this report on Form N-Q of Eaton Vance Limited Duration Income Fund;

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.



By:		/s/ James F. Kirchner
		James F. Kirchner
		Treasurer

Date:		February 22, 2018